+257.4%
NVS vs ALLY
+177.9%
+79.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | 0.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +13.6% | +1.1% | +12.4% | +13.4% |
| 3M | +4.1% | -13.2% | +17.3% | +5.9% |
| 6M | +11.8% | -13.5% | +25.3% | +13.6% |
| YTD | +22.0% | -14.3% | +36.3% | +23.9% |
| 1Y | +32.3% | -1.1% | +33.4% | +32.0% |
| 3Y | +93.6% | +62.0% | +31.6% | +78.8% |
| 5Y | +136.7% | -9.6% | +146.3% | +132.2% |
| All | +257.4% | +177.9% | +79.5% | +202.3% |
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