+440.6%
IT vs NVS
+1,078.6%
-638.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -13.9% | +6.5% | -1.6% |
| 7D | -9.1% | -14.6% | +5.5% | -3.1% |
| 30D | -7.0% | -11.9% | +4.9% | -2.3% |
| 3M | +7.6% | -6.0% | +13.6% | +9.8% |
| 6M | +2.1% | -11.4% | +13.5% | +6.3% |
| YTD | -31.6% | +2.9% | -34.5% | -33.3% |
| 1Y | -29.9% | +10.2% | -40.2% | -33.8% |
| 3Y | -51.3% | +55.3% | -106.6% | -60.9% |
| 5Y | -44.8% | +89.6% | -134.4% | -59.8% |
| 10Y | +91.4% | +176.1% | -84.7% | +17.4% |
| All | +440.6% | +1,078.6% | -638.0% | +84.1% |
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