+37.0%
ILMN vs NVS
+55.0%
-18.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.9% | +10.7% | +2.1% |
| 7D | +1.9% | -14.6% | +16.5% | +7.9% |
| 30D | +12.3% | -11.9% | +24.2% | +17.3% |
| 3M | +33.5% | -6.0% | +39.5% | +35.2% |
| 6M | +69.4% | -11.4% | +80.7% | +75.6% |
| YTD | +60.9% | +2.9% | +58.0% | +55.3% |
| 1Y | +115.0% | +10.2% | +104.7% | +100.5% |
| 3Y | +37.0% | +55.3% | -18.3% | +14.3% |
| All | +37.0% | +55.0% | -18.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling