+32.9%
BABA vs NVS
+55.0%
-22.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | +0.4% |
| 7D | -0.2% | -14.6% | +14.4% | +0.8% |
| 30D | -12.3% | -11.9% | -0.3% | -11.7% |
| 3M | -5.3% | -6.0% | +0.6% | -5.6% |
| 6M | -13.1% | -11.4% | -1.7% | -12.7% |
| YTD | -22.4% | +2.9% | -25.4% | -23.4% |
| 1Y | -19.5% | +10.2% | -29.7% | -21.2% |
| 3Y | +32.9% | +55.3% | -22.4% | +22.1% |
| All | +32.9% | +55.0% | -22.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling