+964.5%
NVS vs IBN
+1,491.4%
-526.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.5% | -11.4% | -13.6% |
| 7D | -14.6% | -2.2% | -12.4% | -14.4% |
| 30D | -11.9% | -2.3% | -9.6% | -11.7% |
| 3M | -6.0% | +15.9% | -21.8% | -7.5% |
| 6M | -11.4% | +5.6% | -17.0% | -11.9% |
| YTD | +2.9% | -0.1% | +3.0% | +2.9% |
| 1Y | +10.2% | -6.5% | +16.8% | +11.0% |
| 3Y | +55.3% | +29.3% | +26.0% | +50.2% |
| 5Y | +89.6% | +56.6% | +33.0% | +78.5% |
| 10Y | +176.1% | +314.4% | -138.3% | +127.7% |
| All | +964.5% | +1,491.4% | -526.9% | +628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling