+1,741.6%
ABT vs NVS
+1,076.7%
+664.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.7% | -15.4% | +10.6% | +1.7% |
| 30D | -3.1% | -12.3% | +9.2% | +1.7% |
| 3M | +16.1% | -7.8% | +23.9% | +19.2% |
| 6M | -5.3% | -13.0% | +7.6% | -0.5% |
| YTD | -14.4% | +2.8% | -17.2% | -16.3% |
| 1Y | -18.4% | +10.6% | -29.0% | -22.8% |
| 3Y | +11.2% | +55.1% | -43.9% | -9.5% |
| 5Y | -9.4% | +91.7% | -101.1% | -33.0% |
| 10Y | +209.7% | +181.2% | +28.5% | +98.0% |
| All | +1,741.6% | +1,076.7% | +664.9% | +647.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling