+287.5%
CAH vs NVS
+179.5%
+107.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | -14.3% | +9.2% | +1.8% |
| 30D | +0.2% | -10.0% | +10.1% | +4.7% |
| 3M | +6.3% | -10.9% | +17.2% | +11.5% |
| 6M | +9.4% | -12.0% | +21.4% | +15.2% |
| YTD | +15.0% | +2.5% | +12.4% | +11.6% |
| 1Y | +55.4% | +10.7% | +44.8% | +44.5% |
| 3Y | +173.8% | +53.3% | +120.5% | +108.2% |
| 5Y | +395.2% | +93.6% | +301.6% | +219.9% |
| All | +287.5% | +179.5% | +107.9% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling