+181.2%
NVS vs ACGL
+270.1%
-88.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -15.4% | -2.1% | -13.2% | -14.9% |
| 30D | -12.3% | -2.2% | -10.1% | -11.8% |
| 3M | -7.8% | +6.3% | -14.1% | -9.1% |
| 6M | -13.0% | +0.5% | -13.5% | -13.1% |
| YTD | +2.8% | +0.2% | +2.5% | +2.5% |
| 1Y | +10.6% | +7.3% | +3.4% | +8.5% |
| 3Y | +55.1% | +30.8% | +24.2% | +43.5% |
| 5Y | +91.7% | +155.8% | -64.1% | +48.3% |
| 10Y | +181.2% | +276.3% | -95.1% | +101.3% |
| All | +181.2% | +270.1% | -88.9% | +101.3% |
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