+86.5%
NVS vs ABCL
-81.2%
+167.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.1% | -14.0% | -13.9% |
| 7D | -14.6% | +1.4% | -16.0% | -14.6% |
| 30D | -11.9% | +65.1% | -77.0% | -13.6% |
| 3M | -6.0% | +111.1% | -117.0% | -8.7% |
| 6M | -11.4% | +231.6% | -243.0% | -15.3% |
| YTD | +2.9% | +234.5% | -231.6% | -1.9% |
| 1Y | +10.2% | +174.3% | -164.1% | +5.5% |
| 3Y | +55.3% | +111.5% | -56.1% | +47.8% |
| 5Y | +89.6% | -37.3% | +126.9% | +81.2% |
| All | +86.5% | -81.2% | +167.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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