+2.1%
AWK vs NVS
+27.7%
-25.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.7% | +4.0% | -2.3% | +0.7% |
| 30D | +5.6% | +3.6% | +2.0% | +4.5% |
| 3M | +15.9% | +7.8% | +8.0% | +13.6% |
| 6M | +4.6% | -0.2% | +4.7% | +5.4% |
| YTD | +10.1% | +19.6% | -9.5% | +4.2% |
| 1Y | +2.1% | +28.4% | -26.3% | -6.3% |
| All | +2.1% | +27.7% | -25.6% | -6.3% |
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