+53.9%
NVS vs ARMK
+123.7%
-69.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +1.4% | -15.3% | -14.1% |
| 7D | -14.6% | +1.7% | -16.3% | -14.8% |
| 30D | -11.9% | +3.1% | -15.0% | -12.4% |
| 3M | -6.0% | +9.2% | -15.2% | -7.2% |
| 6M | -11.4% | +43.7% | -55.1% | -15.8% |
| YTD | +2.9% | +57.4% | -54.5% | -3.2% |
| 1Y | +10.2% | +51.9% | -41.6% | +4.0% |
| All | +53.9% | +123.7% | -69.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling