+176.1%
NVS vs AMBA
-5.3%
+181.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.9% | -14.9% | -14.0% |
| 7D | -14.6% | -6.4% | -8.2% | -14.3% |
| 30D | -11.9% | -26.8% | +14.9% | -10.4% |
| 3M | -6.0% | -7.6% | +1.7% | -6.3% |
| 6M | -11.4% | +21.2% | -32.6% | -13.8% |
| YTD | +2.9% | -10.4% | +13.3% | +1.9% |
| 1Y | +10.2% | -24.4% | +34.7% | +10.0% |
| 3Y | +55.3% | +6.0% | +49.3% | +47.5% |
| 5Y | +89.6% | -53.9% | +143.5% | +83.8% |
| 10Y | +176.1% | -6.2% | +182.2% | +126.2% |
| All | +176.1% | -5.3% | +181.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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