+2,447.1%
ITW vs NVS
+1,076.7%
+1,370.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -15.7% | +13.3% | +4.3% |
| 30D | -9.5% | -11.1% | +1.5% | -5.8% |
| 3M | +6.6% | -7.2% | +13.8% | +8.8% |
| 6M | -1.8% | -12.3% | +10.6% | +2.6% |
| YTD | +9.0% | +2.8% | +6.3% | +6.1% |
| 1Y | +3.6% | +11.9% | -8.4% | -3.1% |
| 3Y | +19.4% | +55.1% | -35.6% | -4.3% |
| 5Y | +36.4% | +94.1% | -57.7% | -2.2% |
| 10Y | +190.0% | +181.2% | +8.7% | +76.6% |
| All | +2,447.1% | +1,076.7% | +1,370.4% | +844.2% |
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