+74.0%
ALB vs NVS
+179.5%
-105.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.6% | -14.3% | +7.6% | -0.8% |
| 30D | -8.1% | -10.0% | +1.8% | -4.8% |
| 3M | -25.7% | -10.9% | -14.8% | -23.0% |
| 6M | -29.5% | -12.0% | -17.5% | -26.7% |
| YTD | -16.2% | +2.5% | -18.7% | -19.3% |
| 1Y | +59.2% | +10.7% | +48.6% | +47.1% |
| 3Y | -33.7% | +53.3% | -87.0% | -48.7% |
| 5Y | -48.1% | +93.6% | -141.7% | -65.7% |
| All | +74.0% | +179.5% | -105.5% | +13.5% |
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 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