-21.4%
ABT vs NVS
+10.8%
-32.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -14.3% | +8.4% | -1.6% |
| 30D | -8.1% | -10.0% | +1.9% | -5.7% |
| 3M | +14.5% | -10.9% | +25.4% | +17.7% |
| 6M | -6.3% | -12.0% | +5.7% | -3.5% |
| YTD | -17.1% | +2.5% | -19.6% | -18.3% |
| 1Y | -21.4% | +10.7% | -32.0% | -24.4% |
| All | -21.4% | +10.8% | -32.2% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling