+36.0%
NVS vs AGI
-1.1%
+37.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | +2.8% |
| 7D | +5.7% | -5.3% | +11.0% | +5.9% |
| 30D | +17.1% | -7.1% | +24.2% | +17.4% |
| 3M | +7.6% | +4.4% | +3.2% | +6.8% |
| 6M | +14.1% | -23.0% | +37.1% | +15.6% |
| YTD | +23.3% | -22.0% | +45.3% | +26.0% |
| 1Y | +36.0% | +0.3% | +35.7% | +37.7% |
| All | +36.0% | -1.1% | +37.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling