+188.3%
ITW vs NVS
+179.5%
+8.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | -14.3% | +13.5% | +5.8% |
| 30D | -8.3% | -10.0% | +1.6% | -4.9% |
| 3M | +6.0% | -10.9% | +16.9% | +10.3% |
| 6M | 0.0% | -12.0% | +12.0% | +4.4% |
| YTD | +10.2% | +2.5% | +7.7% | +6.5% |
| 1Y | +3.2% | +10.7% | -7.5% | -4.2% |
| 3Y | +21.0% | +53.3% | -32.3% | -7.0% |
| 5Y | +37.9% | +93.6% | -55.7% | -9.2% |
| All | +188.3% | +179.5% | +8.7% | +69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling