+511.0%
IQV vs NVS
+228.0%
+283.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.3% | -15.7% | +10.4% | +3.9% |
| 30D | +5.5% | -11.1% | +16.6% | +11.7% |
| 3M | +41.2% | -7.2% | +48.4% | +45.6% |
| 6M | +50.5% | -12.3% | +62.9% | +60.2% |
| YTD | +14.1% | +2.8% | +11.4% | +10.0% |
| 1Y | +39.9% | +11.9% | +28.0% | +27.7% |
| 3Y | +20.5% | +55.1% | -34.6% | -10.8% |
| 5Y | -1.2% | +94.1% | -95.3% | -37.6% |
| 10Y | +233.9% | +181.2% | +52.6% | +75.5% |
| All | +511.0% | +228.0% | +283.0% | +217.1% |
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