+137.6%
NVS vs ACGL
+168.9%
-31.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +13.9% | +13.1% | +0.7% | +10.5% |
| 3M | +4.7% | +9.8% | -5.1% | +2.4% |
| 6M | +12.1% | +15.3% | -3.2% | +8.3% |
| YTD | +22.3% | +12.7% | +9.6% | +18.6% |
| 1Y | +33.5% | +20.7% | +12.8% | +27.5% |
| 3Y | +94.7% | +34.3% | +60.5% | +80.2% |
| 5Y | +137.6% | +170.6% | -33.0% | +81.1% |
| All | +137.6% | +168.9% | -31.3% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling