+400.4%
ALAB vs NVS
+78.6%
+321.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +8.3% |
| 7D | +7.2% | +4.0% | +3.2% | +10.8% |
| 30D | -2.5% | +3.6% | -6.1% | +0.8% |
| 3M | -13.3% | +7.8% | -21.1% | -7.2% |
| 6M | +172.8% | -0.2% | +173.0% | +175.6% |
| YTD | +86.6% | +19.6% | +67.0% | +118.8% |
| 1Y | +65.2% | +28.4% | +36.8% | +107.1% |
| All | +400.4% | +78.6% | +321.8% | +841.2% |
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