+270.9%
NVS vs ARMK
+350.8%
-79.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +4.0% | -2.4% | +6.4% | +4.3% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | +7.8% | +6.7% | +1.1% | +6.8% |
| 6M | -0.2% | +38.8% | -39.0% | -4.5% |
| YTD | +19.6% | +55.2% | -35.6% | +12.7% |
| 1Y | +28.4% | +46.6% | -18.2% | +21.8% |
| 3Y | +76.2% | +112.9% | -36.7% | +58.1% |
| 5Y | +111.1% | +144.0% | -32.9% | +84.1% |
| 10Y | +224.3% | +132.4% | +91.8% | +184.8% |
| All | +270.9% | +350.8% | -79.9% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling