-6.0%
NVS vs IRM
-7.6%
+1.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.7% | -13.3% | -14.0% |
| 7D | -14.6% | +1.6% | -16.2% | -14.4% |
| 30D | -11.9% | -4.2% | -7.7% | -12.7% |
| 3M | -6.0% | -5.4% | -0.6% | -6.5% |
| All | -6.0% | -7.6% | +1.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3mo: compounded portfolio wealth divided by compounded IRM 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…
3mo analysis · Full analysis span regression · Available span rolling