+531.5%
NVS vs ACM
+252.1%
+279.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.0% |
| 1Y | +25.4% | -46.4% | +71.8% | +39.0% |
| 3Y | +89.2% | -9.2% | +98.4% | +87.8% |
| 5Y | +134.6% | +5.0% | +129.6% | +124.3% |
| 10Y | +251.4% | +130.6% | +120.8% | +176.3% |
| All | +531.5% | +252.1% | +279.4% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling