+121.4%
NVS vs ALHC
-61.4%
+182.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.2% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +9.3% | -10.6% | +19.8% | +9.6% |
| 3M | +5.8% | -45.3% | +51.1% | +7.4% |
| 6M | +7.2% | -59.7% | +66.9% | +9.4% |
| YTD | +20.0% | -62.7% | +82.7% | +22.4% |
| 1Y | +25.4% | -56.1% | +81.5% | +27.4% |
| 3Y | +89.2% | +21.3% | +68.0% | +83.6% |
| 5Y | +134.6% | -66.0% | +200.6% | +130.4% |
| All | +121.4% | -61.4% | +182.8% | +116.7% |
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