I am trying to display the behaviour of an asset as compared to a benchmark across multiple volatility phases. The user should be able to look at these images and tell that the asset generally performs poorly in a certain phase.

For example in the images below "ACC" is the asset and "NIFTY" is the benchmark and it shows that in a "bearish" market (BEAR 1 and 2), the asset does REALLY badly compared to the benchmark as opposed to the "bullish" market (BULL3).

Is there some way to combine BEAR 1 and BEAR 2 into 1 image? Also please note that the phases aren't contiguous so I can't take all of the bear data together into 1 graph (to elucidate, BEAR 1 is from 2008-2009 while BEAR 2 is from 2010-2011, so combining both of them is going to give me a distorted time series ). This way the user can see just 2 graphs indicating performance in "bearish" and "bullish" markets. In my snapshots I have multiple BEAR and BULL phases hence I can't use the format below since there would be just too many images and the user would quickly lose interest.

enter image description here

  • Are they going over the same date ranges - i.e. Jan - Dec of a single year? – icc97 Jan 21 '16 at 18:44
  • Also you're switching the colours of the NIFTY and ACC. – icc97 Jan 21 '16 at 18:45
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    sorry , my bad w.r.t. the colors, but just so that its clear i am going to be doing this in d3.js and silly excel errors like the one above will be avoided – Vikram Murthy Jan 22 '16 at 3:46

I'm not sure how many time series you need to display - but assuming that they go over the same year span then you can simply display them one above the other. Also you can track the two graphs with a vertical bar so you can better compare where one is compared to the other.

You can compare the Bear markets in one column with the Bull markets in another.

enter image description here

  • thanks for the response .. i would be using 4 time series for the bearish phase and 3 for the bullish phase and they span over time ranges from a year to 18 months – Vikram Murthy Jan 22 '16 at 3:44

Basic techniques for visual comparison in this paper ---> http://cvev.bangor.ac.uk/paper.pdf (Visual Comparison for Information Visualization) - Fig 1 will be helpful. It basically boils down to juxtaposition (what you have now), superposition (putting graphs on top of each other) and difference (plot x-y, rather than plot x and y).

Of those, I'm suggesting plot the differences of your benchmarks and assets and them superimpose. (Your time axis will have to be a relative one, start from day 0 of all bear markets ). This makes comparison easier of how one asset in one market compared against another asset in a different market - you can compare the asset lines directly rather than having to scan differences to their respective benchmarks. Might make sense to divide into separate charts for bear and bull but you can play about with that.

  • thanks so much for the reference !! will definitely have to try out all the approaches in there (including superimposition !) ..will post the the final approach and viz when i am done .. thanks again! – Vikram Murthy Jan 23 '16 at 16:57

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