+541.6%
NVS vs AVAV
+394.0%
+147.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | 0.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.3% |
| 30D | +13.6% | -9.9% | +23.5% | +14.2% |
| 3M | +4.1% | -34.7% | +38.8% | +7.3% |
| 6M | +11.8% | -26.6% | +38.4% | +13.2% |
| YTD | +22.0% | -48.9% | +71.0% | +26.0% |
| 1Y | +32.3% | -63.0% | +95.3% | +40.2% |
| 3Y | +93.6% | +1.6% | +92.0% | +81.4% |
| 5Y | +136.7% | +34.5% | +102.2% | +109.9% |
| 10Y | +254.6% | +359.3% | -104.7% | +160.5% |
| All | +541.6% | +394.0% | +147.6% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling