+1,121.6%
ATI vs NVS
+816.7%
+304.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.9% | +12.4% | +8.2% |
| 7D | +3.2% | -14.6% | +17.8% | +14.0% |
| 30D | -9.0% | -11.9% | +2.9% | -2.2% |
| 3M | +15.1% | -6.0% | +21.0% | +17.2% |
| 6M | +38.1% | -11.4% | +49.5% | +47.1% |
| YTD | +80.7% | +2.9% | +77.7% | +72.3% |
| 1Y | +167.5% | +10.2% | +157.3% | +140.9% |
| 3Y | +366.0% | +55.3% | +310.7% | +214.2% |
| 5Y | +1,088.8% | +89.6% | +999.1% | +571.0% |
| 10Y | +1,055.0% | +176.1% | +878.9% | +389.7% |
| All | +1,121.6% | +816.7% | +304.9% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling