+22.9%
ITW vs NVS
+37.6%
-14.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.6% |
| 7D | +6.3% | +5.7% | +0.6% | +5.0% |
| 30D | +11.1% | +17.1% | -6.0% | +7.5% |
| 3M | +0.1% | +7.6% | -7.5% | -2.2% |
| 6M | +18.1% | +14.1% | +4.0% | +12.5% |
| YTD | +21.4% | +23.3% | -1.9% | +13.1% |
| 1Y | +22.9% | +36.0% | -13.1% | +10.4% |
| All | +22.9% | +37.6% | -14.8% | +10.4% |
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