+289.1%
NVS vs ALM
+3,551.9%
-3,262.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | +0.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +9.3% | -19.3% | +28.6% | +9.3% |
| 3M | +5.8% | -40.6% | +46.4% | +5.9% |
| 6M | +7.2% | -57.9% | +65.1% | +7.3% |
| YTD | +20.0% | -6.7% | +26.7% | +19.9% |
| 1Y | +25.4% | +20.2% | +5.2% | +25.2% |
| 3Y | +89.2% | +879.4% | -790.2% | +88.1% |
| 5Y | +134.6% | +415.3% | -280.7% | +133.3% |
| 10Y | +251.4% | +2,100.8% | -1,849.4% | +248.3% |
| All | +289.1% | +3,551.9% | -3,262.8% | +282.1% |
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