+384.5%
ALAB vs NVS
+53.5%
+331.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +9.6% | -15.4% | +25.0% | -0.3% |
| 30D | -5.3% | -12.3% | +7.1% | -11.0% |
| 3M | -12.0% | -7.8% | -4.2% | -14.0% |
| 6M | +145.7% | -13.0% | +158.7% | +130.4% |
| YTD | +80.7% | +2.8% | +77.9% | +94.5% |
| 1Y | +40.1% | +10.6% | +29.5% | +61.6% |
| All | +384.5% | +53.5% | +331.0% | +736.8% |
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