+58.0%
ILMN vs NVS
+259.5%
-201.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.7% | -1.0% | +1.8% | +1.4% |
| 30D | -22.7% | +12.5% | -35.3% | -28.2% |
| 3M | +8.6% | +5.2% | +3.4% | +4.0% |
| 6M | +43.8% | +8.2% | +35.7% | +34.5% |
| YTD | +59.8% | +19.8% | +40.0% | +39.1% |
| 1Y | +71.8% | +24.8% | +47.0% | +45.5% |
| 3Y | +119.0% | +90.0% | +29.0% | +38.2% |
| 5Y | -43.8% | +134.3% | -178.1% | -70.1% |
| All | +58.0% | +259.5% | -201.6% | -32.0% |
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