+20.0%
AWK vs NVS
+37.6%
-17.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.5% |
| 7D | +7.0% | +5.7% | +1.3% | +6.0% |
| 30D | +17.0% | +17.1% | 0.0% | +13.9% |
| 3M | +12.4% | +7.6% | +4.8% | +10.2% |
| 6M | +19.6% | +14.1% | +5.5% | +16.1% |
| YTD | +17.0% | +23.3% | -6.3% | +11.6% |
| 1Y | +20.0% | +36.0% | -16.0% | +11.6% |
| All | +20.0% | +37.6% | -17.6% | +11.6% |
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