+55.3%
NVS vs ALK
+1.7%
+53.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.1% | -10.8% | -13.7% |
| 7D | -14.6% | +0.1% | -14.7% | -14.6% |
| 30D | -11.9% | -18.5% | +6.5% | -10.9% |
| 3M | -6.0% | -3.6% | -2.4% | -6.0% |
| 6M | -11.4% | -3.7% | -7.7% | -11.6% |
| YTD | +2.9% | -19.0% | +21.9% | +3.1% |
| 1Y | +10.2% | -36.0% | +46.3% | +10.7% |
| 3Y | +55.3% | +2.3% | +53.0% | +58.0% |
| All | +55.3% | +1.7% | +53.6% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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