+287.8%
NVS vs ALM
+7,705.7%
-7,417.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +4.0% | -2.6% | +6.6% | +4.0% |
| 30D | +3.6% | +32.0% | -28.4% | +3.5% |
| 3M | +7.8% | -15.0% | +22.8% | +7.8% |
| 6M | -0.2% | -10.1% | +10.0% | -0.2% |
| YTD | +19.6% | +99.4% | -79.9% | +19.4% |
| 1Y | +28.4% | +316.4% | -288.0% | +27.9% |
| 3Y | +76.2% | +2,022.0% | -1,945.8% | +74.9% |
| 5Y | +111.1% | +941.2% | -830.1% | +109.7% |
| 10Y | +224.3% | +2,950.3% | -2,726.1% | +221.1% |
| All | +287.8% | +7,705.7% | -7,417.9% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling