+28.2%
BABA vs NVS
+193.0%
-164.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | -4.8% | +4.0% | -8.8% | -6.1% |
| 30D | -11.9% | +3.6% | -15.5% | -13.1% |
| 3M | -9.3% | +7.8% | -17.1% | -12.2% |
| 6M | -14.2% | -0.2% | -14.1% | -14.8% |
| YTD | -22.0% | +19.6% | -41.6% | -27.6% |
| 1Y | -12.7% | +28.4% | -41.1% | -21.3% |
| 3Y | +26.7% | +76.2% | -49.5% | -0.9% |
| 5Y | -29.3% | +111.1% | -140.4% | -49.8% |
| 10Y | +21.2% | +224.3% | -203.0% | -30.4% |
| All | +28.2% | +193.0% | -164.9% | -24.4% |
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 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