+30.4%
NVS vs ADVB
-88.8%
+119.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.8% | -10.1% | -13.9% |
| 7D | -14.6% | -14.0% | -0.6% | -14.6% |
| 30D | -11.9% | +41.0% | -52.9% | -11.7% |
| 3M | -6.0% | +127.9% | -133.9% | -5.6% |
| 6M | -11.4% | +101.3% | -112.7% | -11.1% |
| YTD | +2.9% | +53.8% | -50.9% | +3.5% |
| 1Y | +10.2% | +4.4% | +5.8% | +10.9% |
| All | +30.4% | -88.8% | +119.2% | +36.2% |
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