+254.6%
NVS vs ACGL
+332.0%
-77.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.5% | +1.3% | +1.3% | +2.2% |
| 30D | +13.6% | +14.2% | -0.6% | +9.9% |
| 3M | +4.1% | +11.1% | -7.0% | +1.5% |
| 6M | +11.8% | +16.4% | -4.6% | +7.7% |
| YTD | +22.0% | +13.8% | +8.2% | +18.0% |
| 1Y | +32.3% | +21.6% | +10.7% | +25.9% |
| 3Y | +93.6% | +33.5% | +60.1% | +78.3% |
| 5Y | +136.7% | +174.8% | -38.1% | +79.8% |
| 10Y | +254.6% | +330.4% | -75.8% | +155.5% |
| All | +254.6% | +332.0% | -77.4% | +155.5% |
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