+2.1%
AVTR vs NVS
+114.8%
-112.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | -1.1% | -14.3% | +13.2% | +6.5% |
| 30D | +6.3% | -10.0% | +16.3% | +10.8% |
| 3M | +53.3% | -10.9% | +64.2% | +60.4% |
| 6M | +78.6% | -12.0% | +90.6% | +87.8% |
| YTD | +29.2% | +2.5% | +26.7% | +23.1% |
| 1Y | +13.8% | +10.7% | +3.2% | +3.5% |
| 3Y | -27.4% | +53.3% | -80.7% | -47.5% |
| 5Y | -65.0% | +93.6% | -158.6% | -79.3% |
| All | +2.1% | +114.8% | -112.7% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling