+91.7%
NVS vs IBB
+20.0%
+71.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -15.4% | -3.9% | -11.5% | -13.9% |
| 30D | -12.3% | +2.7% | -15.1% | -13.1% |
| 3M | -7.8% | +21.4% | -29.2% | -14.1% |
| 6M | -13.0% | +20.1% | -33.0% | -18.6% |
| YTD | +2.8% | +21.9% | -19.1% | -4.5% |
| 1Y | +10.6% | +44.1% | -33.5% | -2.9% |
| 3Y | +55.1% | +63.4% | -8.3% | +29.6% |
| 5Y | +91.7% | +19.8% | +71.9% | +61.3% |
| All | +91.7% | +20.0% | +71.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 5y: compounded portfolio wealth divided by compounded IBB 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…
5y analysis · Full analysis span regression · 6 months rolling