+93.9%
ILMN vs NVS
+37.6%
+56.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.7% |
| 7D | -21.6% | +5.7% | -27.3% | -22.7% |
| 30D | -22.9% | +17.1% | -39.9% | -26.1% |
| 3M | +11.6% | +7.6% | +4.0% | +8.9% |
| 6M | +62.5% | +14.1% | +48.5% | +55.4% |
| YTD | +72.7% | +23.3% | +49.4% | +62.0% |
| 1Y | +93.9% | +36.0% | +57.9% | +75.9% |
| All | +93.9% | +37.6% | +56.2% | +75.9% |
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 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