+24.5%
ALAB vs NVS
+37.6%
-13.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -3.1% |
| 7D | -24.9% | +5.7% | -30.6% | -23.3% |
| 30D | -38.4% | +17.1% | -55.4% | -34.7% |
| 3M | -38.3% | +7.6% | -45.9% | -34.9% |
| 6M | +10.9% | +14.1% | -3.1% | +21.5% |
| YTD | +34.2% | +23.3% | +10.9% | +63.8% |
| 1Y | +24.5% | +36.0% | -11.5% | +70.5% |
| All | +24.5% | +37.6% | -13.1% | +70.5% |
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