+8.9%
CAT vs NVS
+37.6%
-28.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -5.5% |
| 7D | -17.1% | +5.7% | -22.8% | -17.6% |
| 30D | -30.1% | +17.1% | -47.2% | -31.5% |
| 3M | -32.4% | +7.6% | -40.0% | -33.4% |
| 6M | -32.1% | +14.1% | -46.2% | -35.9% |
| YTD | +4.1% | +23.3% | -19.2% | -2.2% |
| 1Y | +8.9% | +36.0% | -27.1% | -1.9% |
| All | +8.9% | +37.6% | -28.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling