+1,157.1%
CAT vs NVS
+177.6%
+979.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.9% | -15.4% | +18.3% | +9.5% |
| 30D | -2.6% | -12.3% | +9.7% | +1.7% |
| 3M | -10.7% | -7.8% | -2.9% | -9.2% |
| 6M | +16.1% | -13.0% | +29.1% | +21.2% |
| YTD | +43.2% | +2.8% | +40.5% | +38.6% |
| 1Y | +96.8% | +10.6% | +86.2% | +83.6% |
| 3Y | +201.4% | +55.1% | +146.3% | +132.8% |
| 5Y | +332.7% | +91.7% | +241.0% | +190.0% |
| 10Y | +1,157.1% | +181.2% | +975.9% | +587.3% |
| All | +1,157.1% | +177.6% | +979.5% | +587.3% |
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