+269.8%
NVS vs ALLE
+336.8%
-67.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +13.6% | +25.9% | -12.4% | +7.0% |
| 3M | +4.1% | +14.9% | -10.8% | +0.3% |
| 6M | +11.8% | +42.1% | -30.3% | +1.7% |
| YTD | +22.0% | +20.4% | +1.6% | +15.3% |
| 1Y | +32.3% | +14.9% | +17.4% | +26.4% |
| 3Y | +93.6% | +90.1% | +3.5% | +59.8% |
| 5Y | +136.7% | +53.0% | +83.7% | +103.5% |
| 10Y | +254.6% | +208.8% | +45.8% | +137.2% |
| All | +269.8% | +336.8% | -67.0% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling