+89.6%
NVS vs ALLY
-0.2%
+89.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.3% | -10.6% | -13.6% |
| 7D | -14.6% | +1.0% | -15.6% | -14.6% |
| 30D | -11.9% | -3.3% | -8.6% | -11.6% |
| 3M | -6.0% | +0.5% | -6.4% | -6.0% |
| 6M | -11.4% | +12.6% | -24.0% | -12.3% |
| YTD | +2.9% | -4.7% | +7.6% | +3.1% |
| 1Y | +10.2% | +5.2% | +5.0% | +9.5% |
| 3Y | +55.3% | +66.5% | -11.2% | +47.1% |
| 5Y | +89.6% | +0.2% | +89.4% | +88.8% |
| All | +89.6% | -0.2% | +89.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling