+47.0%
NVS vs AHR
+356.1%
-309.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -14.3% | -2.1% | -12.2% | -14.0% |
| 30D | -10.0% | +1.9% | -11.8% | -10.1% |
| 3M | -10.9% | +15.7% | -26.5% | -12.4% |
| 6M | -12.0% | +2.5% | -14.5% | -12.4% |
| YTD | +2.5% | +15.0% | -12.5% | +0.9% |
| 1Y | +10.7% | +28.1% | -17.4% | +7.4% |
| All | +47.0% | +356.1% | -309.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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