+174.9%
NVS vs ACM
+134.0%
+40.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.4% |
| 7D | -14.3% | -4.6% | -9.7% | -13.5% |
| 30D | -10.0% | +4.1% | -14.0% | -10.7% |
| 3M | -10.9% | -8.3% | -2.6% | -9.8% |
| 6M | -12.0% | -30.1% | +18.1% | -6.6% |
| YTD | +2.5% | -32.6% | +35.1% | +9.0% |
| 1Y | +10.7% | -49.6% | +60.3% | +24.2% |
| 3Y | +53.3% | -23.0% | +76.3% | +56.3% |
| 5Y | +93.6% | +2.0% | +91.6% | +84.2% |
| All | +174.9% | +134.0% | +40.9% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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