+47.4%
NVS vs AHR
+360.2%
-312.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -15.7% | -3.0% | -12.7% | -15.3% |
| 30D | -11.1% | +2.6% | -13.7% | -11.3% |
| 3M | -7.2% | +16.0% | -23.2% | -8.8% |
| 6M | -12.3% | +3.1% | -15.4% | -12.8% |
| YTD | +2.8% | +16.0% | -13.3% | +1.0% |
| 1Y | +11.9% | +28.0% | -16.0% | +8.7% |
| All | +47.4% | +360.2% | -312.8% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling