+94.0%
NVS vs ITUB
+186.2%
-92.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -14.3% | +2.2% | -16.5% | -14.5% |
| 30D | -10.0% | +12.6% | -22.6% | -11.3% |
| 3M | -10.9% | +6.4% | -17.3% | -11.7% |
| 6M | -12.0% | +0.6% | -12.6% | -12.3% |
| YTD | +2.5% | +18.8% | -16.3% | +0.2% |
| 1Y | +10.7% | +31.0% | -20.3% | +7.0% |
| 3Y | +53.3% | +118.1% | -64.8% | +39.3% |
| All | +94.0% | +186.2% | -92.2% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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