+121.1%
NVS vs ALHC
-60.6%
+181.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | +12.5% | -9.6% | +22.2% | +12.8% |
| 3M | +5.2% | -44.5% | +49.7% | +6.8% |
| 6M | +8.2% | -59.2% | +67.4% | +10.3% |
| YTD | +19.8% | -62.0% | +81.8% | +22.2% |
| 1Y | +24.8% | -54.8% | +79.6% | +26.7% |
| 3Y | +90.0% | +25.0% | +65.0% | +84.2% |
| 5Y | +134.3% | -65.3% | +199.6% | +130.0% |
| All | +121.1% | -60.6% | +181.7% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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