+114.2%
NVS vs ALC
+17.1%
+97.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | -15.7% | -7.7% | -8.0% | -13.5% |
| 30D | -11.1% | -11.7% | +0.6% | -7.5% |
| 3M | -7.2% | +0.7% | -7.8% | -7.5% |
| 6M | -12.3% | -17.1% | +4.7% | -7.6% |
| YTD | +2.8% | -15.1% | +17.9% | +7.4% |
| 1Y | +11.9% | -14.1% | +26.1% | +16.5% |
| 3Y | +55.1% | -18.2% | +73.2% | +61.3% |
| 5Y | +94.1% | -19.2% | +113.2% | +99.3% |
| All | +114.2% | +17.1% | +97.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling