+68.8%
NVS vs AS
+131.9%
-63.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | -2.8% | -3.0% | +0.2% | -2.6% |
| 30D | +11.5% | +9.6% | +1.9% | +10.9% |
| 3M | +3.7% | -8.2% | +11.9% | +4.1% |
| 6M | +10.4% | -9.9% | +20.3% | +10.8% |
| YTD | +19.8% | -16.8% | +36.6% | +20.4% |
| 1Y | +26.6% | +3.0% | +23.6% | +26.3% |
| All | +68.8% | +131.9% | -63.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling