+4,947.0%
IDXX vs NVS
+1,074.0%
+3,873.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -14.3% | +8.5% | 0.0% |
| 30D | -11.5% | -10.0% | -1.6% | -8.3% |
| 3M | -9.5% | -10.9% | +1.4% | -6.0% |
| 6M | -16.0% | -12.0% | -4.0% | -12.3% |
| YTD | -25.4% | +2.5% | -27.9% | -27.0% |
| 1Y | -21.8% | +10.7% | -32.4% | -26.1% |
| 3Y | +7.0% | +53.3% | -46.3% | -12.2% |
| 5Y | -26.0% | +93.6% | -119.6% | -45.1% |
| 10Y | +358.9% | +180.6% | +178.4% | +193.3% |
| All | +4,947.0% | +1,074.0% | +3,873.0% | +1,975.5% |
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