-6.9%
IDXX vs NVS
+34.0%
-40.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -3.4% |
| 7D | +16.4% | +0.5% | +15.9% | +16.3% |
| 30D | +30.1% | +15.0% | +15.1% | +25.1% |
| 3M | +14.7% | +4.8% | +9.8% | +12.5% |
| 6M | +19.1% | +11.3% | +7.8% | +13.4% |
| YTD | -0.9% | +21.0% | -21.9% | -8.0% |
| 1Y | -6.9% | +33.0% | -39.8% | -17.3% |
| All | -6.9% | +34.0% | -40.9% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling