-31.4%
ALB vs NVS
+54.6%
-86.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -15.7% | +8.1% | -3.1% |
| 30D | -5.6% | -11.1% | +5.5% | -3.1% |
| 3M | -16.8% | -7.2% | -9.7% | -16.5% |
| 6M | -26.3% | -12.3% | -14.0% | -24.2% |
| YTD | -13.2% | +2.8% | -16.0% | -16.7% |
| 1Y | +68.8% | +11.9% | +56.9% | +55.9% |
| All | -31.4% | +54.6% | -86.0% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling