+123.4%
ILMN vs NVS
+27.7%
+95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +1.2% | +4.0% | -2.8% | -0.5% |
| 30D | +9.2% | +3.6% | +5.6% | +7.4% |
| 3M | +29.8% | +7.8% | +22.0% | +24.7% |
| 6M | +69.2% | -0.2% | +69.4% | +69.3% |
| YTD | +66.4% | +19.6% | +46.8% | +45.4% |
| 1Y | +123.4% | +28.4% | +95.0% | +77.8% |
| All | +123.4% | +27.7% | +95.7% | +77.8% |
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