-51.3%
IT vs NVS
+54.6%
-105.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -12.7% | -15.7% | +3.0% | -9.8% |
| 30D | -8.9% | -11.1% | +2.2% | -6.6% |
| 3M | +10.1% | -7.2% | +17.3% | +12.3% |
| 6M | +7.3% | -12.3% | +19.6% | +10.4% |
| YTD | -32.4% | +2.8% | -35.1% | -32.8% |
| 1Y | -26.6% | +11.9% | -38.6% | -28.4% |
| All | -51.3% | +54.6% | -105.9% | -53.7% |
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 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