+91.7%
NVS vs ALC
-17.4%
+109.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -15.4% | -5.3% | -10.1% | -14.0% |
| 30D | -12.3% | -7.1% | -5.3% | -10.4% |
| 3M | -7.8% | +0.8% | -8.6% | -8.1% |
| 6M | -13.0% | -16.0% | +3.0% | -9.1% |
| YTD | +2.8% | -12.7% | +15.5% | +6.1% |
| 1Y | +10.6% | -12.8% | +23.5% | +14.2% |
| 3Y | +55.1% | -15.8% | +70.9% | +60.0% |
| 5Y | +91.7% | -16.7% | +108.3% | +90.6% |
| All | +91.7% | -17.4% | +109.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling