+20.7%
NVS vs AMRZ
-17.3%
+38.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.3% | -9.7% | -13.4% |
| 7D | -14.6% | -2.0% | -12.6% | -14.3% |
| 30D | -11.9% | -9.8% | -2.1% | -10.9% |
| 3M | -6.0% | -17.2% | +11.3% | -4.5% |
| 6M | -11.4% | -26.9% | +15.5% | -9.0% |
| YTD | +2.9% | -21.5% | +24.4% | +4.9% |
| 1Y | +10.2% | -22.9% | +33.1% | +12.0% |
| All | +20.7% | -17.3% | +38.0% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling