+10.6%
NVS vs ABCL
+164.4%
-153.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | 0.0% |
| 7D | -15.4% | -2.7% | -12.6% | -15.2% |
| 30D | -12.3% | +18.3% | -30.6% | -13.2% |
| 3M | -7.8% | +108.5% | -116.3% | -12.1% |
| 6M | -13.0% | +213.9% | -226.9% | -19.4% |
| YTD | +2.8% | +223.1% | -220.3% | -5.8% |
| 1Y | +10.6% | +160.6% | -150.0% | +0.8% |
| All | +10.6% | +164.4% | -153.7% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling