+352.1%
IDXX vs NVS
+179.5%
+172.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -5.7% | -14.3% | +8.5% | +1.4% |
| 30D | -11.5% | -10.0% | -1.6% | -7.6% |
| 3M | -9.5% | -10.9% | +1.4% | -5.3% |
| 6M | -16.0% | -12.0% | -4.0% | -11.5% |
| YTD | -25.4% | +2.5% | -27.9% | -27.9% |
| 1Y | -21.8% | +10.7% | -32.4% | -27.9% |
| 3Y | +7.0% | +53.3% | -46.3% | -18.8% |
| 5Y | -26.0% | +93.6% | -119.6% | -51.7% |
| All | +352.1% | +179.5% | +172.5% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling