+94.1%
NVS vs ALHC
-31.9%
+125.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -15.7% | -5.8% | -9.9% | -15.5% |
| 30D | -11.1% | -3.3% | -7.7% | -11.0% |
| 3M | -7.2% | -37.9% | +30.8% | -6.0% |
| 6M | -12.3% | -29.5% | +17.2% | -11.8% |
| YTD | +2.8% | -35.4% | +38.1% | +3.5% |
| 1Y | +11.9% | -22.4% | +34.4% | +12.1% |
| 3Y | +55.1% | +146.3% | -91.3% | +46.4% |
| 5Y | +94.1% | -32.0% | +126.0% | +85.3% |
| All | +94.1% | -31.9% | +125.9% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling