+181.2%
NVS vs ALLY
+178.1%
+3.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -15.4% | -1.9% | -13.4% | -15.1% |
| 30D | -12.3% | -4.5% | -7.8% | -11.8% |
| 3M | -7.8% | -2.8% | -5.0% | -7.5% |
| 6M | -13.0% | +10.3% | -23.3% | -14.1% |
| YTD | +2.8% | -5.7% | +8.4% | +3.2% |
| 1Y | +10.6% | +3.9% | +6.7% | +9.7% |
| 3Y | +55.1% | +64.7% | -9.6% | +42.8% |
| 5Y | +91.7% | -2.6% | +94.3% | +86.2% |
| 10Y | +181.2% | +186.0% | -4.8% | +124.7% |
| All | +181.2% | +178.1% | +3.2% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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