+16.3%
BABA vs NVS
+199.0%
-182.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +2.4% | +2.5% | -0.2% | +1.5% |
| 30D | -7.8% | +13.6% | -21.3% | -11.5% |
| 3M | -22.4% | +4.1% | -26.5% | -23.9% |
| 6M | -26.0% | +11.8% | -37.8% | -29.7% |
| YTD | -29.3% | +22.0% | -51.3% | -35.1% |
| 1Y | -37.5% | +32.3% | -69.8% | -44.5% |
| 3Y | +31.9% | +93.6% | -61.7% | -1.0% |
| 5Y | -33.4% | +136.7% | -170.1% | -55.2% |
| 10Y | +15.7% | +254.6% | -238.9% | -36.3% |
| All | +16.3% | +199.0% | -182.8% | -32.2% |
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