+92.0%
NVS vs ACM
+6.0%
+86.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.8% | -13.1% | -13.8% |
| 7D | -14.6% | -0.3% | -14.3% | -14.6% |
| 30D | -11.9% | -12.9% | +1.0% | -10.3% |
| 3M | -6.0% | -6.4% | +0.4% | -5.3% |
| 6M | -11.4% | -29.2% | +17.8% | -7.0% |
| YTD | +2.9% | -29.9% | +32.9% | +7.7% |
| 1Y | +10.2% | -47.3% | +57.5% | +21.2% |
| 3Y | +55.3% | -19.6% | +74.9% | +55.0% |
| All | +92.0% | +6.0% | +86.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling