+1,049.0%
ATI vs NVS
+92.5%
+956.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.7% | -15.7% | +13.0% | +2.2% |
| 30D | -13.5% | -11.1% | -2.4% | -10.9% |
| 3M | +8.5% | -7.2% | +15.7% | +9.7% |
| 6M | +25.2% | -12.3% | +37.5% | +29.1% |
| YTD | +73.4% | +2.8% | +70.7% | +70.3% |
| 1Y | +160.5% | +11.9% | +148.6% | +148.3% |
| 3Y | +347.3% | +55.1% | +292.2% | +273.1% |
| 5Y | +1,049.0% | +94.1% | +954.9% | +742.8% |
| All | +1,049.0% | +92.5% | +956.5% | +742.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling