+68.8%
NVS vs AS
+125.3%
-56.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | -1.0% | -3.6% | +2.6% | -0.8% |
| 30D | +12.5% | +3.4% | +9.1% | +12.3% |
| 3M | +5.2% | -8.6% | +13.8% | +5.7% |
| 6M | +8.2% | -10.0% | +18.2% | +8.6% |
| YTD | +19.8% | -19.2% | +38.9% | +20.5% |
| 1Y | +24.8% | -3.8% | +28.6% | +24.9% |
| All | +68.8% | +125.3% | -56.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling