+271.5%
NVS vs ARMK
+327.8%
-56.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | +7.1% | -8.2% | -1.9% |
| 30D | +12.5% | -1.6% | +14.2% | +12.7% |
| 3M | +5.2% | -10.5% | +15.7% | +6.5% |
| 6M | +8.2% | +11.8% | -3.6% | +6.3% |
| YTD | +19.8% | +47.3% | -27.5% | +13.5% |
| 1Y | +24.8% | +41.5% | -16.7% | +18.8% |
| 3Y | +90.0% | +95.3% | -5.3% | +72.2% |
| 5Y | +134.3% | +108.1% | +26.1% | +108.2% |
| 10Y | +250.8% | +132.0% | +118.8% | +205.9% |
| All | +271.5% | +327.8% | -56.3% | +193.1% |
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