+89.0%
NVS vs ALHC
+28.2%
+60.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -2.8% | -5.5% | +2.7% | -2.7% |
| 30D | +11.5% | -4.9% | +16.4% | +11.5% |
| 3M | +3.7% | -41.7% | +45.4% | +4.7% |
| 6M | +10.4% | -55.2% | +65.6% | +11.7% |
| YTD | +19.8% | -61.1% | +80.9% | +21.2% |
| 1Y | +26.6% | -53.3% | +79.9% | +27.8% |
| All | +89.0% | +28.2% | +60.8% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling