+28.4%
NVS vs AMRZ
-14.5%
+42.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +4.0% | -1.9% | +5.9% | +4.2% |
| 30D | +3.6% | -16.9% | +20.5% | +5.3% |
| 3M | +7.8% | -19.2% | +27.0% | +9.7% |
| 6M | -0.2% | -29.3% | +29.1% | +2.6% |
| YTD | +19.6% | -18.0% | +37.5% | +21.0% |
| 1Y | +28.4% | -15.1% | +43.5% | +29.2% |
| All | +28.4% | -14.5% | +42.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling