+89.0%
NVS vs ALC
+2.0%
+86.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | -2.8% | -6.3% | +3.4% | -0.8% |
| 30D | +11.5% | +12.6% | -1.1% | +7.4% |
| 3M | +3.7% | -3.8% | +7.5% | +4.8% |
| 6M | +10.4% | +16.8% | -6.4% | +5.3% |
| YTD | +19.8% | -7.6% | +27.4% | +21.6% |
| 1Y | +26.6% | -5.9% | +32.5% | +27.8% |
| All | +89.0% | +2.0% | +86.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling