+5.2%
AVTR vs NVS
+115.7%
-110.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.9% | +15.8% | +9.4% |
| 7D | +7.4% | -14.6% | +22.0% | +15.9% |
| 30D | +12.2% | -11.9% | +24.1% | +18.5% |
| 3M | +57.4% | -6.0% | +63.3% | +59.2% |
| 6M | +86.7% | -11.4% | +98.0% | +95.4% |
| YTD | +33.1% | +2.9% | +30.2% | +26.5% |
| 1Y | +16.1% | +10.2% | +5.9% | +5.9% |
| 3Y | -24.6% | +55.3% | -79.9% | -45.9% |
| 5Y | -63.5% | +89.6% | -153.1% | -78.0% |
| All | +5.2% | +115.7% | -110.5% | -39.8% |
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