-46.3%
ALB vs NVS
+92.5%
-138.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.6% | -15.7% | +8.1% | -3.2% |
| 30D | -5.6% | -11.1% | +5.5% | -3.0% |
| 3M | -16.8% | -7.2% | -9.7% | -16.2% |
| 6M | -26.3% | -12.3% | -14.0% | -24.2% |
| YTD | -13.2% | +2.8% | -16.0% | -15.9% |
| 1Y | +68.8% | +11.9% | +56.9% | +58.3% |
| 3Y | -30.7% | +55.1% | -85.7% | -41.7% |
| 5Y | -46.3% | +94.1% | -140.3% | -59.2% |
| All | -46.3% | +92.5% | -138.7% | -59.2% |
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 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