+1,807.8%
ALB vs NVS
+1,271.6%
+536.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -3.6% | -1.0% | -2.5% | -3.1% |
| 30D | -2.9% | +12.5% | -15.4% | -8.1% |
| 3M | -25.8% | +5.2% | -31.1% | -28.5% |
| 6M | -53.6% | +8.2% | -61.7% | -56.0% |
| YTD | -32.4% | +19.8% | -52.1% | -39.0% |
| 1Y | -13.0% | +24.8% | -37.9% | -23.0% |
| 3Y | -15.0% | +90.0% | -105.0% | -38.8% |
| 5Y | -63.5% | +134.3% | -197.8% | -76.6% |
| 10Y | +34.7% | +250.8% | -216.1% | -28.4% |
| All | +1,807.8% | +1,271.6% | +536.2% | +590.5% |
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 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