+175.5%
NVS vs ALM
+2,776.7%
-2,601.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.1% |
| 7D | -15.7% | -7.1% | -8.6% | -15.6% |
| 30D | -11.1% | +24.7% | -35.8% | -11.5% |
| 3M | -7.2% | +8.3% | -15.5% | -7.5% |
| 6M | -12.3% | -22.2% | +9.8% | -12.3% |
| YTD | +2.8% | +88.1% | -85.3% | +1.2% |
| 1Y | +11.9% | +272.4% | -260.4% | +8.7% |
| 3Y | +55.1% | +2,004.1% | -1,949.1% | +44.9% |
| 5Y | +94.1% | +915.8% | -821.7% | +82.6% |
| All | +175.5% | +2,776.7% | -2,601.2% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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