+806.3%
NVS vs ITUB
+1,902.7%
-1,096.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | -15.4% | 0.0% | -15.4% | -15.4% |
| 30D | -12.3% | +2.6% | -14.9% | -12.7% |
| 3M | -7.8% | +8.4% | -16.2% | -9.0% |
| 6M | -13.0% | -0.5% | -12.4% | -13.2% |
| YTD | +2.8% | +15.3% | -12.5% | +0.2% |
| 1Y | +10.6% | +28.7% | -18.1% | +6.0% |
| 3Y | +55.1% | +118.7% | -63.6% | +36.2% |
| 5Y | +91.7% | +182.7% | -91.0% | +59.1% |
| 10Y | +181.2% | +207.6% | -26.4% | +118.1% |
| All | +806.3% | +1,902.7% | -1,096.4% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling