+1,378.1%
IBM vs NVS
+1,269.4%
+108.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -0.3% | +4.0% | -4.3% | -1.8% |
| 30D | +0.3% | +3.6% | -3.3% | -1.1% |
| 3M | -21.6% | +7.8% | -29.4% | -23.7% |
| 6M | -4.7% | -0.2% | -4.5% | -5.0% |
| YTD | -19.1% | +19.6% | -38.7% | -24.6% |
| 1Y | -2.5% | +28.4% | -30.9% | -11.7% |
| 3Y | +74.2% | +76.2% | -2.0% | +39.0% |
| 5Y | +113.1% | +111.1% | +2.1% | +57.4% |
| 10Y | +133.5% | +224.3% | -90.7% | +47.9% |
| All | +1,378.1% | +1,269.4% | +108.7% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling