+89.8%
ABBV vs NVS
+54.6%
+35.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -15.7% | +13.7% | +6.4% |
| 30D | +2.0% | -11.1% | +13.0% | +7.3% |
| 3M | +14.2% | -7.2% | +21.3% | +17.4% |
| 6M | +14.1% | -12.3% | +26.4% | +20.9% |
| YTD | +14.2% | +2.8% | +11.5% | +11.3% |
| 1Y | +24.2% | +11.9% | +12.3% | +15.6% |
| All | +89.8% | +54.6% | +35.2% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling