+258.4%
NVS vs ALLE
+211.7%
+46.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -1.3% | +3.6% | -4.8% | -2.1% |
| 30D | +9.3% | +25.9% | -16.6% | +3.3% |
| 3M | +5.8% | +15.8% | -10.0% | +1.9% |
| 6M | +7.2% | +48.1% | -40.9% | -3.1% |
| YTD | +20.0% | +22.0% | -2.0% | +13.3% |
| 1Y | +25.4% | +18.0% | +7.3% | +19.3% |
| 3Y | +89.2% | +93.1% | -3.9% | +56.9% |
| 5Y | +134.6% | +52.1% | +82.6% | +103.9% |
| All | +258.4% | +211.7% | +46.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling