+181.2%
NVS vs AVAV
+478.0%
-296.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +0.2% |
| 7D | -15.4% | -3.2% | -12.2% | -15.2% |
| 30D | -12.3% | -25.6% | +13.2% | -10.8% |
| 3M | -7.8% | -20.2% | +12.4% | -6.9% |
| 6M | -13.0% | -38.1% | +25.1% | -11.0% |
| YTD | +2.8% | -41.8% | +44.5% | +4.8% |
| 1Y | +10.6% | -39.0% | +49.7% | +11.9% |
| 3Y | +55.1% | +24.1% | +31.0% | +44.8% |
| 5Y | +91.7% | +53.0% | +38.6% | +72.0% |
| 10Y | +181.2% | +493.8% | -312.6% | +114.9% |
| All | +181.2% | +478.0% | -296.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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