+24.3%
ILMN vs NVS
+179.5%
-155.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -5.4% | -14.3% | +8.9% | +2.9% |
| 30D | +7.0% | -10.0% | +17.0% | +12.6% |
| 3M | +24.2% | -10.9% | +35.1% | +31.1% |
| 6M | +69.9% | -12.0% | +81.9% | +80.2% |
| YTD | +57.4% | +2.5% | +54.9% | +50.7% |
| 1Y | +107.9% | +10.7% | +97.2% | +89.4% |
| 3Y | +37.1% | +53.3% | -16.2% | -1.2% |
| 5Y | -53.7% | +93.6% | -147.3% | -72.2% |
| All | +24.3% | +179.5% | -155.2% | -31.8% |
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 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