+93.4%
NVS vs ABCL
+182.2%
-88.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.4% | +0.1% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +13.4% | -7.4% | +20.9% | +13.7% |
| 3M | +5.4% | +81.9% | -76.5% | +2.0% |
| 6M | +9.6% | +135.7% | -126.1% | +4.5% |
| YTD | +21.5% | +247.4% | -225.9% | +13.4% |
| 1Y | +32.3% | +162.3% | -129.9% | +24.8% |
| All | +93.4% | +182.2% | -88.8% | +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 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