+137.6%
NVS vs ABCL
-18.8%
+156.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.5% |
| 7D | +1.3% | +12.4% | -11.1% | +0.8% |
| 30D | +13.9% | -0.4% | +14.2% | +13.7% |
| 3M | +4.7% | +80.4% | -75.7% | +1.5% |
| 6M | +12.1% | +138.5% | -126.5% | +7.0% |
| YTD | +22.3% | +265.5% | -243.2% | +14.2% |
| 1Y | +33.5% | +219.7% | -186.2% | +25.2% |
| 3Y | +94.7% | +209.4% | -114.7% | +80.1% |
| 5Y | +137.6% | -15.0% | +152.6% | +122.7% |
| All | +137.6% | -18.8% | +156.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling