+268.2%
NVS vs ALLE
+327.3%
-59.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +13.4% | +25.3% | -11.9% | +7.0% |
| 3M | +5.4% | +10.3% | -4.9% | +2.6% |
| 6M | +9.6% | +38.0% | -28.5% | +0.4% |
| YTD | +21.5% | +17.8% | +3.7% | +15.4% |
| 1Y | +32.3% | +13.6% | +18.7% | +26.9% |
| 3Y | +92.9% | +89.2% | +3.7% | +59.4% |
| 5Y | +134.3% | +51.1% | +83.3% | +102.0% |
| 10Y | +272.3% | +228.1% | +44.1% | +144.0% |
| All | +268.2% | +327.3% | -59.1% | +126.4% |
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 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