+16.7%
BABA vs NVS
+175.1%
-158.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | +3.7% |
| 7D | -0.2% | -14.6% | +14.4% | +4.3% |
| 30D | -12.3% | -11.9% | -0.3% | -9.4% |
| 3M | -5.3% | -6.0% | +0.6% | -4.9% |
| 6M | -13.1% | -11.4% | -1.7% | -10.9% |
| YTD | -22.4% | +2.9% | -25.4% | -24.7% |
| 1Y | -19.5% | +10.2% | -29.7% | -24.0% |
| 3Y | +32.9% | +55.3% | -22.4% | +7.7% |
| 5Y | -29.9% | +89.6% | -119.5% | -49.0% |
| 10Y | +16.7% | +176.1% | -159.3% | -26.4% |
| All | +16.7% | +175.1% | -158.4% | -26.4% |
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