-45.6%
IT vs NVS
+92.5%
-138.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -12.7% | -15.7% | +3.0% | -8.5% |
| 30D | -8.9% | -11.1% | +2.2% | -5.9% |
| 3M | +10.1% | -7.2% | +17.3% | +12.5% |
| 6M | +7.3% | -12.3% | +19.6% | +11.1% |
| YTD | -32.4% | +2.8% | -35.1% | -33.5% |
| 1Y | -26.6% | +11.9% | -38.6% | -29.9% |
| 3Y | -51.8% | +55.1% | -106.9% | -59.3% |
| 5Y | -45.6% | +94.1% | -139.7% | -60.1% |
| All | -45.6% | +92.5% | -138.1% | -60.1% |
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 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