+89.6%
NVS vs AVAV
+44.7%
+44.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +2.9% | -16.8% | -14.0% |
| 7D | -14.6% | +3.2% | -17.8% | -14.7% |
| 30D | -11.9% | -20.3% | +8.4% | -11.1% |
| 3M | -6.0% | -19.4% | +13.5% | -5.4% |
| 6M | -11.4% | -35.3% | +23.9% | -10.3% |
| YTD | +2.9% | -38.5% | +41.4% | +4.0% |
| 1Y | +10.2% | -37.2% | +47.4% | +11.0% |
| 3Y | +55.3% | +31.1% | +24.2% | +47.6% |
| 5Y | +89.6% | +41.0% | +48.6% | +78.0% |
| All | +89.6% | +44.7% | +44.9% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling