+529.5%
NVS vs ACM
+230.8%
+298.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +4.0% | -3.7% | +7.8% | +4.7% |
| 30D | +3.6% | -11.1% | +14.7% | +5.6% |
| 3M | +7.8% | -8.0% | +15.8% | +9.0% |
| 6M | -0.2% | -29.7% | +29.5% | +5.8% |
| YTD | +19.6% | -29.4% | +48.9% | +26.1% |
| 1Y | +28.4% | -46.4% | +74.8% | +42.3% |
| 3Y | +76.2% | -22.3% | +98.5% | +80.1% |
| 5Y | +111.1% | +4.5% | +106.6% | +101.8% |
| 10Y | +224.3% | +127.6% | +96.6% | +155.3% |
| All | +529.5% | +230.8% | +298.7% | +312.6% |
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