+258.4%
NVS vs ACM
+132.6%
+125.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.3% | +5.6% | -6.9% | -2.3% |
| 30D | +9.3% | +20.8% | -11.5% | +5.5% |
| 3M | +5.8% | +11.4% | -5.6% | +3.5% |
| 6M | +7.2% | +0.9% | +6.2% | +6.4% |
| YTD | +20.0% | -24.8% | +44.8% | +25.1% |
| 1Y | +25.4% | -46.4% | +71.8% | +39.8% |
| 3Y | +89.2% | -9.2% | +98.4% | +86.8% |
| 5Y | +134.6% | +5.0% | +129.6% | +121.9% |
| All | +258.4% | +132.6% | +125.8% | +179.5% |
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