+358.7%
ALAB vs NVS
+53.5%
+305.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | +0.6% | -15.7% | +16.3% | -8.8% |
| 30D | -8.8% | -11.1% | +2.3% | -13.5% |
| 3M | -14.0% | -7.2% | -6.8% | -15.5% |
| 6M | +144.3% | -12.3% | +156.6% | +130.4% |
| YTD | +71.0% | +2.8% | +68.3% | +84.1% |
| 1Y | +23.5% | +11.9% | +11.6% | +43.7% |
| All | +358.7% | +53.5% | +305.2% | +692.3% |
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