+53.3%
NVS vs IBN
+27.4%
+25.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -14.3% | -3.0% | -11.3% | -13.6% |
| 30D | -10.0% | -1.5% | -8.4% | -9.6% |
| 3M | -10.9% | +7.9% | -18.8% | -12.2% |
| 6M | -12.0% | +8.6% | -20.6% | -13.5% |
| YTD | +2.5% | -0.6% | +3.1% | +2.2% |
| 1Y | +10.7% | -7.3% | +18.0% | +11.3% |
| 3Y | +53.3% | +26.2% | +27.1% | +47.3% |
| All | +53.3% | +27.4% | +25.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling