-15.7%
AWK vs NVS
+92.5%
-108.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -15.7% | +15.0% | +5.3% |
| 30D | +2.8% | -11.1% | +13.9% | +6.5% |
| 3M | +11.3% | -7.2% | +18.5% | +13.1% |
| 6M | +6.7% | -12.3% | +19.1% | +11.0% |
| YTD | +9.4% | +2.8% | +6.6% | +5.6% |
| 1Y | +3.7% | +11.9% | -8.2% | -4.0% |
| 3Y | +9.2% | +55.1% | -45.8% | -14.0% |
| 5Y | -15.7% | +94.1% | -109.8% | -41.2% |
| All | -15.7% | +92.5% | -108.2% | -41.2% |
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