+174.9%
NVS vs AGI
+392.3%
-217.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -14.3% | -2.7% | -11.5% | -14.1% |
| 30D | -10.0% | +7.2% | -17.2% | -10.4% |
| 3M | -10.9% | +4.3% | -15.1% | -11.3% |
| 6M | -12.0% | -27.1% | +15.1% | -10.7% |
| YTD | +2.5% | -6.6% | +9.1% | +2.3% |
| 1Y | +10.7% | +9.5% | +1.2% | +9.3% |
| 3Y | +53.3% | +208.4% | -155.1% | +42.4% |
| 5Y | +93.6% | +401.6% | -308.0% | +75.0% |
| All | +174.9% | +392.3% | -217.5% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling