+530.5%
NVS vs ACM
+250.2%
+280.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | +5.1% | -6.1% | -2.0% |
| 30D | +12.5% | +18.7% | -6.1% | +9.0% |
| 3M | +5.2% | +15.5% | -10.3% | +2.2% |
| 6M | +8.2% | +1.2% | +7.0% | +7.3% |
| YTD | +19.8% | -25.2% | +45.0% | +24.9% |
| 1Y | +24.8% | -46.3% | +71.1% | +38.3% |
| 3Y | +90.0% | -9.6% | +99.6% | +88.7% |
| 5Y | +134.3% | +4.4% | +129.9% | +124.2% |
| 10Y | +250.8% | +129.3% | +121.5% | +176.1% |
| All | +530.5% | +250.2% | +280.4% | +308.6% |
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