+121.1%
NVS vs ABCL
-79.6%
+200.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +2.5% | +2.3% | +0.2% | +2.4% |
| 30D | +13.6% | -0.7% | +14.2% | +13.5% |
| 3M | +4.1% | +33.4% | -29.3% | +2.8% |
| 6M | +11.8% | +137.8% | -126.0% | +7.8% |
| YTD | +22.0% | +264.3% | -242.3% | +15.7% |
| 1Y | +32.3% | +209.2% | -176.9% | +26.0% |
| 3Y | +93.6% | +208.4% | -114.8% | +82.3% |
| 5Y | +136.7% | -11.9% | +148.6% | +125.2% |
| All | +121.1% | -79.6% | +200.7% | +115.9% |
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