+23.9%
BABA vs NVS
+197.7%
-173.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +11.6% | +1.1% | +10.5% | +11.3% |
| 30D | +2.3% | +13.4% | -11.2% | -1.8% |
| 3M | -13.7% | +5.4% | -19.1% | -15.8% |
| 6M | -21.9% | +9.6% | -31.5% | -25.3% |
| YTD | -24.6% | +21.5% | -46.1% | -30.7% |
| 1Y | -34.1% | +32.3% | -66.4% | -41.4% |
| 3Y | +36.3% | +92.9% | -56.7% | +2.3% |
| 5Y | -26.7% | +134.3% | -161.0% | -50.5% |
| 10Y | +19.2% | +272.3% | -253.1% | -35.7% |
| All | +23.9% | +197.7% | -173.9% | -27.6% |
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