+272.1%
NVS vs ARMK
+328.3%
-56.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | +2.7% | -3.9% | -1.6% |
| 30D | +9.3% | -1.5% | +10.8% | +9.4% |
| 3M | +5.8% | -11.6% | +17.3% | +7.3% |
| 6M | +7.2% | +6.7% | +0.4% | +6.0% |
| YTD | +20.0% | +47.4% | -27.5% | +13.6% |
| 1Y | +25.4% | +41.5% | -16.1% | +19.4% |
| 3Y | +89.2% | +95.5% | -6.3% | +71.5% |
| 5Y | +134.6% | +108.4% | +26.2% | +108.5% |
| 10Y | +251.4% | +132.3% | +119.1% | +206.3% |
| All | +272.1% | +328.3% | -56.2% | +193.5% |
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