+967.2%
AWK vs NVS
+505.7%
+461.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.9% | +13.7% | +5.4% |
| 7D | +2.2% | -14.6% | +16.8% | +8.3% |
| 30D | +4.4% | -11.9% | +16.4% | +9.0% |
| 3M | +15.4% | -6.0% | +21.3% | +17.0% |
| 6M | +3.5% | -11.4% | +14.9% | +7.4% |
| YTD | +9.8% | +2.9% | +6.9% | +6.8% |
| 1Y | +3.0% | +10.2% | -7.2% | -2.9% |
| 3Y | +9.7% | +55.3% | -45.7% | -11.3% |
| 5Y | -17.2% | +89.6% | -106.8% | -38.8% |
| 10Y | +126.1% | +176.1% | -50.0% | +42.7% |
| All | +967.2% | +505.7% | +461.5% | +359.8% |
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