+10.8%
NVS vs ACGL
+5.3%
+5.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.4% | -11.5% | -13.0% |
| 7D | -14.6% | -2.9% | -11.7% | -13.6% |
| 30D | -11.9% | -2.8% | -9.1% | -10.9% |
| 3M | -6.0% | +6.8% | -12.8% | -7.5% |
| 6M | -11.4% | -1.5% | -9.8% | -11.2% |
| YTD | +2.9% | -0.2% | +3.1% | +2.5% |
| All | +10.8% | +5.3% | +5.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling