+10.2%
NVS vs ALLE
-8.3%
+18.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.3% | -13.8% |
| 7D | -14.6% | +2.8% | -17.4% | -15.0% |
| 30D | -11.9% | -7.6% | -4.3% | -10.7% |
| 3M | -6.0% | +22.8% | -28.7% | -9.6% |
| 6M | -11.4% | +4.6% | -16.0% | -12.5% |
| YTD | +2.9% | -1.2% | +4.1% | +0.4% |
| 1Y | +10.2% | -9.1% | +19.4% | +10.4% |
| All | +10.2% | -8.3% | +18.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling