+136.7%
NVS vs ALK
-28.6%
+165.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | +12.9% | -10.4% | +1.4% |
| 30D | +13.6% | +5.5% | +8.0% | +12.9% |
| 3M | +4.1% | -12.1% | +16.2% | +4.9% |
| 6M | +11.8% | +1.7% | +10.1% | +11.0% |
| YTD | +22.0% | -17.4% | +39.4% | +22.4% |
| 1Y | +32.3% | -1.9% | +34.2% | +31.0% |
| 3Y | +93.6% | +21.2% | +72.3% | +81.9% |
| 5Y | +136.7% | -27.8% | +164.5% | +133.4% |
| All | +136.7% | -28.6% | +165.3% | +133.4% |
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