+44.6%
AU vs NVS
+37.6%
+7.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +6.2% |
| 7D | +0.8% | +5.7% | -4.9% | -1.9% |
| 30D | -7.0% | +17.1% | -24.0% | -14.0% |
| 3M | +8.5% | +7.6% | +0.9% | +3.1% |
| 6M | -1.3% | +14.1% | -15.3% | -12.5% |
| YTD | +6.8% | +23.3% | -16.5% | -6.6% |
| 1Y | +44.6% | +36.0% | +8.6% | +19.2% |
| All | +44.6% | +37.6% | +7.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling