+2,431.4%
ALB vs NVS
+1,269.4%
+1,162.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.6% |
| 7D | -8.1% | +4.0% | -12.1% | -9.8% |
| 30D | +6.3% | +3.6% | +2.7% | +4.4% |
| 3M | -23.6% | +7.8% | -31.4% | -26.6% |
| 6M | -24.6% | -0.2% | -24.4% | -25.2% |
| YTD | -10.3% | +19.6% | -29.8% | -18.1% |
| 1Y | +61.5% | +28.4% | +33.1% | +42.2% |
| 3Y | -34.0% | +76.2% | -110.2% | -50.3% |
| 5Y | -44.6% | +111.1% | -155.7% | -62.3% |
| 10Y | +76.1% | +224.3% | -148.2% | -2.1% |
| All | +2,431.4% | +1,269.4% | +1,162.0% | +826.7% |
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