+30.2%
NVS vs ADVB
-89.4%
+119.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.2% | -0.2% |
| 7D | -15.4% | -13.0% | -2.4% | -15.4% |
| 30D | -12.3% | +7.5% | -19.8% | -12.3% |
| 3M | -7.8% | +129.1% | -136.9% | -7.5% |
| 6M | -13.0% | +71.7% | -84.7% | -12.6% |
| YTD | +2.8% | +45.5% | -42.8% | +3.3% |
| 1Y | +10.6% | -2.7% | +13.4% | +11.3% |
| All | +30.2% | -89.4% | +119.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling