+4.2%
ITW vs NVS
+27.7%
-23.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -3.6% | +4.0% | -7.6% | -4.6% |
| 30D | -9.1% | +3.6% | -12.7% | -10.1% |
| 3M | +8.2% | +7.8% | +0.4% | +5.3% |
| 6M | -4.8% | -0.2% | -4.6% | -4.5% |
| YTD | +11.0% | +19.6% | -8.5% | +4.3% |
| 1Y | +4.2% | +28.4% | -24.1% | -4.7% |
| All | +4.2% | +27.7% | -23.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling