+32.3%
NVS vs ACGL
+22.9%
+9.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +2.5% | +1.3% | +1.3% | +2.0% |
| 30D | +13.6% | +14.2% | -0.6% | +7.6% |
| 3M | +4.1% | +11.1% | -7.0% | -0.1% |
| 6M | +11.8% | +16.4% | -4.6% | +5.2% |
| YTD | +22.0% | +13.8% | +8.2% | +14.9% |
| 1Y | +32.3% | +21.6% | +10.7% | +18.1% |
| All | +32.3% | +22.9% | +9.3% | +18.1% |
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