+288.5%
NVS vs ALM
+3,289.7%
-3,001.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -1.0% | -4.0% | +3.0% | -1.0% |
| 30D | +12.5% | -30.5% | +43.0% | +12.6% |
| 3M | +5.2% | -46.9% | +52.1% | +5.3% |
| 6M | +8.2% | -65.5% | +73.7% | +8.3% |
| YTD | +19.8% | -13.4% | +33.2% | +19.7% |
| 1Y | +24.8% | +9.8% | +15.0% | +24.7% |
| 3Y | +90.0% | +783.1% | -693.1% | +89.0% |
| 5Y | +134.3% | +378.3% | -244.0% | +133.0% |
| 10Y | +250.8% | +1,942.8% | -1,692.0% | +247.8% |
| All | +288.5% | +3,289.7% | -3,001.3% | +281.5% |
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