+176.1%
NVS vs ALLE
+148.2%
+27.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.3% | -13.8% |
| 7D | -14.6% | +2.8% | -17.4% | -15.2% |
| 30D | -11.9% | -7.6% | -4.3% | -10.2% |
| 3M | -6.0% | +22.8% | -28.7% | -10.9% |
| 6M | -11.4% | +4.6% | -16.0% | -12.8% |
| YTD | +2.9% | -1.2% | +4.1% | +2.4% |
| 1Y | +10.2% | -9.1% | +19.4% | +12.0% |
| 3Y | +55.3% | +50.0% | +5.3% | +37.0% |
| 5Y | +89.6% | +15.2% | +74.4% | +76.9% |
| 10Y | +176.1% | +151.1% | +25.0% | +102.9% |
| All | +176.1% | +148.2% | +27.8% | +102.9% |
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