+10.7%
NVS vs AMRZ
-24.2%
+34.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | -7.5% | -6.7% | -13.4% |
| 30D | -10.0% | -12.4% | +2.5% | -8.6% |
| 3M | -10.9% | -22.4% | +11.5% | -8.7% |
| 6M | -12.0% | -29.5% | +17.6% | -9.1% |
| YTD | +2.5% | -24.1% | +26.7% | +4.9% |
| 1Y | +10.7% | -26.3% | +36.9% | +15.1% |
| All | +10.7% | -24.2% | +34.9% | +15.1% |
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