+187.2%
ABBV vs NVS
+92.5%
+94.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -15.7% | +13.7% | +5.9% |
| 30D | +2.0% | -11.1% | +13.0% | +7.2% |
| 3M | +14.2% | -7.2% | +21.3% | +17.4% |
| 6M | +14.1% | -12.3% | +26.4% | +20.6% |
| YTD | +14.2% | +2.8% | +11.5% | +11.8% |
| 1Y | +24.2% | +11.9% | +12.3% | +16.5% |
| 3Y | +89.8% | +55.1% | +34.7% | +53.0% |
| 5Y | +187.2% | +94.1% | +93.1% | +107.4% |
| All | +187.2% | +92.5% | +94.7% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling