+750.5%
AU vs NVS
+759.7%
-9.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.3% | -14.3% | +10.0% | +1.1% |
| 30D | +7.3% | -10.0% | +17.3% | +11.0% |
| 3M | +26.3% | -10.9% | +37.2% | +31.0% |
| 6M | +1.8% | -12.0% | +13.7% | +6.4% |
| YTD | +26.8% | +2.5% | +24.3% | +25.2% |
| 1Y | +66.7% | +10.7% | +56.0% | +59.8% |
| 3Y | +579.1% | +53.3% | +525.8% | +473.4% |
| 5Y | +689.3% | +93.6% | +595.7% | +511.9% |
| 10Y | +686.6% | +180.6% | +506.0% | +425.8% |
| All | +750.5% | +759.7% | -9.2% | +320.4% |
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