+55.3%
NVS vs ALHC
+141.7%
-86.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.6% | -13.3% | -13.9% |
| 7D | -14.6% | -1.0% | -13.6% | -14.6% |
| 30D | -11.9% | -6.3% | -5.6% | -11.8% |
| 3M | -6.0% | -12.3% | +6.4% | -5.9% |
| 6M | -11.4% | -27.0% | +15.6% | -11.1% |
| YTD | +2.9% | -31.8% | +34.8% | +3.1% |
| 1Y | +10.2% | -17.0% | +27.3% | +10.1% |
| 3Y | +55.3% | +159.8% | -104.5% | +45.8% |
| All | +55.3% | +141.7% | -86.3% | +45.8% |
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