-13.6%
IP vs NVS
+134.2%
-147.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +7.9% | +9.3% | -1.3% | +5.0% |
| 3M | -15.3% | +5.8% | -21.1% | -17.4% |
| 6M | +10.5% | +7.2% | +3.3% | +7.3% |
| YTD | -9.4% | +20.0% | -29.3% | -14.8% |
| 1Y | -4.6% | +25.4% | -30.0% | -11.6% |
| 3Y | +21.2% | +89.2% | -68.0% | -1.6% |
| All | -13.6% | +134.2% | -147.8% | -39.7% |
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