+175.5%
NVS vs ARMK
+138.5%
+37.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -15.7% | -0.9% | -14.8% | -15.6% |
| 30D | -11.1% | -5.9% | -5.1% | -10.5% |
| 3M | -7.2% | +6.7% | -13.9% | -8.0% |
| 6M | -12.3% | +42.5% | -54.9% | -16.0% |
| YTD | +2.8% | +55.1% | -52.4% | -2.6% |
| 1Y | +11.9% | +50.3% | -38.4% | +6.4% |
| 3Y | +55.1% | +122.2% | -67.1% | +39.9% |
| 5Y | +94.1% | +155.2% | -61.1% | +70.8% |
| All | +175.5% | +138.5% | +37.0% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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