+100.0%
IT vs NVS
+179.5%
-79.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | -3.7% | -14.3% | +10.6% | +2.3% |
| 30D | +0.1% | -10.0% | +10.0% | +4.0% |
| 3M | +20.7% | -10.9% | +31.6% | +25.9% |
| 6M | +12.0% | -12.0% | +23.9% | +16.8% |
| YTD | -28.8% | +2.5% | -31.3% | -30.6% |
| 1Y | -25.5% | +10.7% | -36.2% | -30.0% |
| 3Y | -48.8% | +53.3% | -102.1% | -59.2% |
| 5Y | -42.7% | +93.6% | -136.3% | -60.3% |
| All | +100.0% | +179.5% | -79.5% | +32.3% |
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