+719.2%
NVS vs AGI
+5,453.2%
-4,734.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -15.4% | +2.2% | -17.6% | -15.4% |
| 30D | -12.3% | +11.3% | -23.6% | -12.7% |
| 3M | -7.8% | +5.6% | -13.4% | -8.2% |
| 6M | -13.0% | -27.7% | +14.7% | -12.0% |
| YTD | +2.8% | -4.1% | +6.8% | +2.5% |
| 1Y | +10.6% | +13.8% | -3.2% | +9.4% |
| 3Y | +55.1% | +217.0% | -162.0% | +46.6% |
| 5Y | +91.7% | +404.3% | -312.7% | +77.2% |
| 10Y | +181.2% | +400.5% | -219.3% | +154.5% |
| All | +719.2% | +5,453.2% | -4,734.0% | +590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling