+79.5%
NVS vs ABCL
+109.3%
-29.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +4.0% | +0.7% | +3.3% | +4.0% |
| 30D | +3.6% | +93.1% | -89.5% | +0.3% |
| 3M | +7.8% | +79.4% | -71.6% | +4.5% |
| 6M | -0.2% | +214.9% | -215.1% | -5.7% |
| YTD | +19.6% | +234.2% | -214.6% | +12.3% |
| 1Y | +28.4% | +174.8% | -146.4% | +21.2% |
| All | +79.5% | +109.3% | -29.8% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling