+6,905.5%
INTU vs NVS
+1,273.7%
+5,631.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | -1.3% | +1.3% | +0.7% |
| 30D | +10.1% | +9.3% | +0.8% | +5.4% |
| 3M | -4.2% | +5.8% | -10.0% | -7.5% |
| 6M | -7.2% | +7.2% | -14.4% | -11.7% |
| YTD | -47.7% | +20.0% | -67.6% | -53.5% |
| 1Y | -46.7% | +25.4% | -72.1% | -53.7% |
| 3Y | -34.1% | +89.2% | -123.3% | -54.9% |
| 5Y | -43.3% | +134.6% | -177.9% | -65.8% |
| 10Y | +232.6% | +251.4% | -18.8% | +63.0% |
| All | +6,905.5% | +1,273.7% | +5,631.7% | +1,830.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling