-64.8%
AVTR vs NVS
+92.5%
-157.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | -15.7% | +13.7% | +4.0% |
| 30D | +8.1% | -11.1% | +19.1% | +11.9% |
| 3M | +54.2% | -7.2% | +61.4% | +56.1% |
| 6M | +82.6% | -12.3% | +94.9% | +89.5% |
| YTD | +29.8% | +2.8% | +27.1% | +24.8% |
| 1Y | +18.0% | +11.9% | +6.1% | +9.1% |
| 3Y | -26.4% | +55.1% | -81.5% | -41.5% |
| 5Y | -64.8% | +94.1% | -158.9% | -76.1% |
| All | -64.8% | +92.5% | -157.3% | -76.1% |
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