+11.7%
BABA vs NVS
+260.1%
-248.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -13.8% | -1.3% | -12.5% | -13.4% |
| 30D | -15.1% | +9.3% | -24.4% | -17.4% |
| 3M | -22.7% | +5.8% | -28.5% | -24.6% |
| 6M | -34.7% | +7.2% | -41.9% | -36.9% |
| YTD | -35.0% | +20.0% | -55.0% | -39.8% |
| 1Y | -40.4% | +25.4% | -65.8% | -45.8% |
| 3Y | +21.9% | +89.2% | -67.3% | -7.5% |
| 5Y | -39.9% | +134.6% | -174.5% | -59.5% |
| All | +11.7% | +260.1% | -248.4% | -38.9% |
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