+6,689.3%
INTU vs NVS
+1,269.4%
+5,419.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.4% |
| 7D | -7.1% | +4.0% | -11.1% | -9.1% |
| 30D | +1.5% | +3.6% | -2.1% | -0.6% |
| 3M | +10.7% | +7.8% | +2.9% | +5.9% |
| 6M | -23.8% | -0.2% | -23.7% | -24.9% |
| YTD | -49.3% | +19.6% | -68.9% | -54.6% |
| 1Y | -49.7% | +28.4% | -78.0% | -56.7% |
| 3Y | -38.0% | +76.2% | -114.2% | -55.8% |
| 5Y | -38.7% | +111.1% | -149.8% | -60.8% |
| 10Y | +221.3% | +224.3% | -2.9% | +64.5% |
| All | +6,689.3% | +1,269.4% | +5,419.9% | +1,783.8% |
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 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