-54.8%
ILMN vs NVS
+92.5%
-147.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -9.2% | -15.7% | +6.5% | -2.1% |
| 30D | +4.4% | -11.1% | +15.5% | +9.4% |
| 3M | +23.9% | -7.2% | +31.1% | +26.6% |
| 6M | +64.5% | -12.3% | +76.8% | +72.9% |
| YTD | +53.5% | +2.8% | +50.7% | +47.5% |
| 1Y | +110.8% | +11.9% | +98.8% | +93.4% |
| 3Y | +30.7% | +55.1% | -24.4% | -1.0% |
| 5Y | -54.8% | +94.1% | -148.9% | -70.8% |
| All | -54.8% | +92.5% | -147.3% | -70.8% |
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 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