-11.3%
ABT vs NVS
+92.9%
-104.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | -14.3% | +8.4% | +0.2% |
| 30D | -8.1% | -10.0% | +1.9% | -4.5% |
| 3M | +14.5% | -10.9% | +25.4% | +19.4% |
| 6M | -6.3% | -12.0% | +5.7% | -1.9% |
| YTD | -17.1% | +2.5% | -19.6% | -19.6% |
| 1Y | -21.4% | +10.7% | -32.0% | -26.7% |
| 3Y | +5.9% | +53.3% | -47.4% | -17.2% |
| All | -11.3% | +92.9% | -104.2% | -40.1% |
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