+197.1%
ABT vs NVS
+179.5%
+17.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.2% |
| 7D | -5.9% | -14.3% | +8.4% | +1.9% |
| 30D | -8.1% | -10.0% | +1.9% | -3.5% |
| 3M | +14.5% | -10.9% | +25.4% | +20.7% |
| 6M | -6.3% | -12.0% | +5.7% | -0.8% |
| YTD | -17.1% | +2.5% | -19.6% | -20.1% |
| 1Y | -21.4% | +10.7% | -32.0% | -27.9% |
| 3Y | +5.9% | +53.3% | -47.4% | -22.1% |
| 5Y | -12.8% | +93.6% | -106.4% | -46.0% |
| All | +197.1% | +179.5% | +17.6% | +52.7% |
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