-43.2%
ILMN vs NVS
+133.2%
-176.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -6.0% | -2.8% | -3.2% | -4.7% |
| 30D | -23.0% | +11.5% | -34.5% | -27.0% |
| 3M | +10.4% | +3.7% | +6.7% | +7.4% |
| 6M | +49.4% | +10.4% | +39.0% | +40.1% |
| YTD | +62.3% | +19.8% | +42.5% | +44.7% |
| 1Y | +73.7% | +26.6% | +47.1% | +49.9% |
| 3Y | +122.5% | +90.1% | +32.4% | +51.3% |
| 5Y | -43.2% | +133.4% | -176.5% | -66.0% |
| All | -43.2% | +133.2% | -176.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling