+257.9%
NVS vs ALLY
+97.2%
+160.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.0% | -2.1% | +1.1% | -0.8% |
| 30D | +12.5% | +2.0% | +10.5% | +12.2% |
| 3M | +5.2% | -13.3% | +18.5% | +7.1% |
| 6M | +8.2% | -9.9% | +18.0% | +9.4% |
| YTD | +19.8% | -13.5% | +33.3% | +21.6% |
| 1Y | +24.8% | -2.8% | +27.6% | +24.8% |
| 3Y | +90.0% | +63.4% | +26.6% | +74.4% |
| 5Y | +134.3% | -10.9% | +145.1% | +129.6% |
| 10Y | +250.8% | +174.7% | +76.1% | +171.8% |
| All | +257.9% | +97.2% | +160.7% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling