+135.2%
NVS vs IRM
+187.5%
-52.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.3% | +6.8% | -8.0% | -2.3% |
| 30D | +9.3% | +2.6% | +6.7% | +8.7% |
| 3M | +5.8% | -9.5% | +15.3% | +7.1% |
| 6M | +7.2% | -8.5% | +15.7% | +8.1% |
| YTD | +20.0% | +40.3% | -20.3% | +12.3% |
| 1Y | +25.4% | +28.7% | -3.3% | +19.0% |
| 3Y | +89.2% | +111.8% | -22.6% | +62.2% |
| All | +135.2% | +187.5% | -52.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling