+394.0%
CAH vs NVS
+92.9%
+301.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | -14.3% | +9.2% | -0.2% |
| 30D | +0.2% | -10.0% | +10.1% | +3.4% |
| 3M | +6.3% | -10.9% | +17.2% | +10.0% |
| 6M | +9.4% | -12.0% | +21.4% | +13.6% |
| YTD | +15.0% | +2.5% | +12.4% | +13.0% |
| 1Y | +55.4% | +10.7% | +44.8% | +48.3% |
| 3Y | +173.8% | +53.3% | +120.5% | +128.0% |
| All | +394.0% | +92.9% | +301.1% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling