+54.6%
NVS vs ADVB
-97.4%
+152.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +2.5% | -4.1% | +6.6% | +2.5% |
| 30D | +13.6% | -60.3% | +73.8% | +13.3% |
| 3M | +4.1% | -73.3% | +77.5% | +3.8% |
| 6M | +11.8% | -65.9% | +77.7% | +12.2% |
| YTD | +22.0% | -63.9% | +85.9% | +22.2% |
| 1Y | +32.3% | -74.1% | +106.4% | +32.9% |
| All | +54.6% | -97.4% | +152.0% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling