+38.6%
ALB vs NVS
+260.1%
-221.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | -5.8% | -1.3% | -4.5% | -5.2% |
| 30D | -4.5% | +9.3% | -13.8% | -8.4% |
| 3M | -28.1% | +5.8% | -33.9% | -30.9% |
| 6M | -53.2% | +7.2% | -60.4% | -55.5% |
| YTD | -33.3% | +20.0% | -53.3% | -40.3% |
| 1Y | -17.4% | +25.4% | -42.8% | -27.8% |
| 3Y | -14.1% | +89.2% | -103.3% | -40.1% |
| 5Y | -64.0% | +134.6% | -198.6% | -78.5% |
| All | +38.6% | +260.1% | -221.5% | -21.8% |
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 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