+91.7%
NVS vs ARMK
+146.8%
-55.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -15.4% | +0.3% | -15.7% | -15.4% |
| 30D | -12.3% | +2.4% | -14.7% | -12.7% |
| 3M | -7.8% | +6.1% | -13.9% | -8.7% |
| 6M | -13.0% | +41.8% | -54.7% | -17.3% |
| YTD | +2.8% | +55.5% | -52.8% | -3.6% |
| 1Y | +10.6% | +49.6% | -39.0% | +4.2% |
| 3Y | +55.1% | +122.8% | -67.7% | +37.0% |
| 5Y | +91.7% | +151.0% | -59.3% | +64.2% |
| All | +91.7% | +146.8% | -55.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling