+375.4%
NVS vs INDA
+109.8%
+265.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -15.4% | -2.6% | -12.8% | -14.6% |
| 30D | -12.3% | -2.9% | -9.4% | -11.4% |
| 3M | -7.8% | +2.4% | -10.2% | -8.5% |
| 6M | -13.0% | -2.6% | -10.4% | -12.3% |
| YTD | +2.8% | -10.0% | +12.7% | +6.2% |
| 1Y | +10.6% | -7.7% | +18.3% | +13.3% |
| 3Y | +55.1% | +8.9% | +46.2% | +49.6% |
| 5Y | +91.7% | +6.0% | +85.7% | +85.5% |
| 10Y | +181.2% | +84.4% | +96.8% | +120.6% |
| All | +375.4% | +109.8% | +265.6% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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