+236.1%
ALNY vs NVS
+179.5%
+56.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -6.5% | -14.3% | +7.7% | +2.0% |
| 30D | +11.0% | -10.0% | +21.0% | +17.4% |
| 3M | -14.1% | -10.9% | -3.2% | -8.8% |
| 6M | -22.4% | -12.0% | -10.4% | -17.0% |
| YTD | -37.5% | +2.5% | -40.0% | -39.6% |
| 1Y | -46.9% | +10.7% | -57.6% | -51.4% |
| 3Y | +22.1% | +53.3% | -31.2% | -12.2% |
| 5Y | +31.2% | +93.6% | -62.4% | -22.6% |
| All | +236.1% | +179.5% | +56.6% | +51.8% |
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