+136.7%
NVS vs AVAV
+32.4%
+104.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | -0.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | +13.6% | -9.9% | +23.5% | +13.9% |
| 3M | +4.1% | -34.7% | +38.8% | +5.7% |
| 6M | +11.8% | -26.6% | +38.4% | +12.6% |
| YTD | +22.0% | -48.9% | +71.0% | +24.0% |
| 1Y | +32.3% | -63.0% | +95.3% | +36.0% |
| 3Y | +93.6% | +1.6% | +92.0% | +86.0% |
| 5Y | +136.7% | +34.5% | +102.2% | +120.8% |
| All | +136.7% | +32.4% | +104.3% | +120.8% |
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