+504.9%
ABBV vs NVS
+179.5%
+325.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +0.3% | -14.3% | +14.5% | +8.9% |
| 30D | +3.4% | -10.0% | +13.3% | +8.9% |
| 3M | +15.2% | -10.9% | +26.1% | +22.2% |
| 6M | +14.7% | -12.0% | +26.6% | +22.3% |
| YTD | +15.2% | +2.5% | +12.7% | +12.0% |
| 1Y | +20.4% | +10.7% | +9.7% | +11.6% |
| 3Y | +91.3% | +53.3% | +38.0% | +43.9% |
| 5Y | +189.6% | +93.6% | +96.0% | +83.6% |
| All | +504.9% | +179.5% | +325.3% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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