+91.7%
NVS vs ALK
-28.1%
+119.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | -15.4% | -3.0% | -12.4% | -15.1% |
| 30D | -12.3% | -14.6% | +2.3% | -11.2% |
| 3M | -7.8% | -10.6% | +2.8% | -7.3% |
| 6M | -13.0% | -6.7% | -6.3% | -13.0% |
| YTD | +2.8% | -19.8% | +22.5% | +3.5% |
| 1Y | +10.6% | -35.2% | +45.8% | +12.7% |
| 3Y | +55.1% | +1.4% | +53.7% | +49.1% |
| 5Y | +91.7% | -30.7% | +122.3% | +88.9% |
| All | +91.7% | -28.1% | +119.8% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling