+23.9%
IP vs NVS
+78.3%
-54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.8% |
| 7D | -5.3% | +4.0% | -9.3% | -6.5% |
| 30D | -10.9% | +3.6% | -14.4% | -11.9% |
| 3M | +11.2% | +7.8% | +3.4% | +8.4% |
| 6M | -10.2% | -0.2% | -10.0% | -10.6% |
| YTD | -2.0% | +19.6% | -21.6% | -6.3% |
| 1Y | -19.1% | +28.4% | -47.5% | -23.9% |
| All | +23.9% | +78.3% | -54.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling