+257.9%
NVS vs ACGL
+322.9%
-65.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | +12.5% | +12.8% | -0.3% | +9.2% |
| 3M | +5.2% | +12.3% | -7.1% | +2.3% |
| 6M | +8.2% | +15.8% | -7.7% | +4.3% |
| YTD | +19.8% | +13.9% | +5.9% | +15.8% |
| 1Y | +24.8% | +19.0% | +5.8% | +19.4% |
| 3Y | +90.0% | +33.7% | +56.4% | +74.9% |
| 5Y | +134.3% | +173.4% | -39.1% | +78.1% |
| All | +257.9% | +322.9% | -65.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling