+236.7%
IQV vs NVS
+179.5%
+57.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.9% |
| 7D | -2.2% | -14.3% | +12.0% | +6.6% |
| 30D | +8.3% | -10.0% | +18.3% | +14.1% |
| 3M | +44.6% | -10.9% | +55.5% | +53.3% |
| 6M | +52.6% | -12.0% | +64.5% | +62.4% |
| YTD | +16.1% | +2.5% | +13.6% | +11.5% |
| 1Y | +37.3% | +10.7% | +26.6% | +25.0% |
| 3Y | +21.6% | +53.3% | -31.7% | -12.0% |
| 5Y | +0.5% | +93.6% | -93.1% | -39.9% |
| All | +236.7% | +179.5% | +57.2% | +67.0% |
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