+116.7%
NVS vs ABCL
-81.3%
+197.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +4.0% | +0.7% | +3.3% | +4.0% |
| 30D | +3.6% | +93.1% | -89.5% | +1.0% |
| 3M | +7.8% | +79.4% | -71.6% | +5.2% |
| 6M | -0.2% | +214.9% | -215.1% | -4.5% |
| YTD | +19.6% | +234.2% | -214.6% | +13.9% |
| 1Y | +28.4% | +174.8% | -146.4% | +22.8% |
| 3Y | +76.2% | +104.5% | -28.3% | +67.8% |
| 5Y | +111.1% | -39.0% | +150.1% | +101.8% |
| All | +116.7% | -81.3% | +197.9% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling