+94.0%
NVS vs AGI
+400.3%
-306.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -14.3% | -2.7% | -11.5% | -14.0% |
| 30D | -10.0% | +7.2% | -17.2% | -10.6% |
| 3M | -10.9% | +4.3% | -15.1% | -11.6% |
| 6M | -12.0% | -27.1% | +15.1% | -9.7% |
| YTD | +2.5% | -6.6% | +9.1% | +2.1% |
| 1Y | +10.7% | +9.5% | +1.2% | +8.0% |
| 3Y | +53.3% | +208.4% | -155.1% | +31.8% |
| All | +94.0% | +400.3% | -306.3% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling