+77.4%
IBM vs NVS
+54.6%
+22.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | +3.6% | -15.4% | +18.9% | +7.2% |
| 30D | +1.5% | -12.3% | +13.9% | +4.2% |
| 3M | -12.9% | -7.8% | -5.1% | -11.6% |
| 6M | -3.9% | -13.0% | +9.1% | -1.3% |
| YTD | -17.3% | +2.8% | -20.1% | -19.0% |
| 1Y | -5.0% | +10.6% | -15.6% | -8.7% |
| All | +77.4% | +54.6% | +22.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling