+2,103.7%
CAH vs NVS
+1,076.7%
+1,027.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.2% | -15.4% | +13.1% | +4.4% |
| 30D | +1.2% | -12.3% | +13.5% | +6.4% |
| 3M | +13.1% | -7.8% | +20.9% | +16.2% |
| 6M | +8.5% | -13.0% | +21.4% | +14.0% |
| YTD | +17.6% | +2.8% | +14.9% | +15.1% |
| 1Y | +60.7% | +10.6% | +50.0% | +51.9% |
| 3Y | +183.2% | +55.1% | +128.1% | +128.3% |
| 5Y | +402.2% | +91.7% | +310.5% | +266.0% |
| 10Y | +302.3% | +181.2% | +121.1% | +149.3% |
| All | +2,103.7% | +1,076.7% | +1,027.0% | +685.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling