+1,465.8%
IBM vs NVS
+1,273.7%
+192.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | -1.3% | +2.8% | +2.0% |
| 30D | +9.2% | +9.3% | -0.1% | +5.7% |
| 3M | +4.9% | +5.8% | -0.9% | +2.1% |
| 6M | +16.8% | +7.2% | +9.6% | +13.0% |
| YTD | -14.3% | +20.0% | -34.2% | -20.7% |
| 1Y | -16.7% | +25.4% | -42.1% | -24.2% |
| 3Y | +82.2% | +89.2% | -7.0% | +41.0% |
| 5Y | +149.9% | +134.6% | +15.3% | +76.5% |
| 10Y | +142.6% | +251.4% | -108.8% | +48.8% |
| All | +1,465.8% | +1,273.7% | +192.1% | +591.0% |
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