+26.8%
IP vs NVS
+257.6%
-230.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | -3.0% | +1.3% | -4.4% | -3.6% |
| 30D | +10.6% | +13.9% | -3.3% | +4.1% |
| 3M | -13.6% | +4.7% | -18.3% | -16.2% |
| 6M | +10.4% | +12.1% | -1.7% | +3.4% |
| YTD | -6.5% | +22.3% | -28.8% | -16.1% |
| 1Y | -2.1% | +33.5% | -35.6% | -15.9% |
| 3Y | +22.0% | +94.7% | -72.8% | -15.5% |
| 5Y | -9.7% | +137.6% | -147.3% | -46.1% |
| 10Y | +26.8% | +254.5% | -227.7% | -34.4% |
| All | +26.8% | +257.6% | -230.8% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling