+53.3%
NVS vs ITOT
+75.8%
-22.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -14.3% | -0.9% | -13.4% | -14.1% |
| 30D | -10.0% | -1.5% | -8.5% | -9.6% |
| 3M | -10.9% | +3.6% | -14.5% | -11.7% |
| 6M | -12.0% | +13.7% | -25.7% | -15.0% |
| YTD | +2.5% | +12.9% | -10.4% | -0.9% |
| 1Y | +10.7% | +17.2% | -6.5% | +6.0% |
| 3Y | +53.3% | +75.6% | -22.3% | +29.3% |
| All | +53.3% | +75.8% | -22.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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