-42.6%
INTU vs NVS
+92.5%
-135.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.5% | -15.4% | +6.9% | -5.5% |
| 30D | -6.1% | -12.3% | +6.2% | -3.8% |
| 3M | +7.3% | -7.8% | +15.1% | +8.8% |
| 6M | -33.2% | -13.0% | -20.2% | -31.5% |
| YTD | -52.2% | +2.8% | -54.9% | -53.5% |
| 1Y | -52.7% | +10.6% | -63.3% | -55.1% |
| 3Y | -41.6% | +55.1% | -96.7% | -52.3% |
| All | -42.6% | +92.5% | -135.1% | -58.9% |
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