+92.1%
CAT vs NVS
+11.3%
+80.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.6% | -15.7% | +16.3% | +3.2% |
| 30D | -4.5% | -11.1% | +6.5% | -3.4% |
| 3M | -5.8% | -7.2% | +1.4% | -6.8% |
| 6M | +12.7% | -12.3% | +25.1% | +13.4% |
| YTD | +41.4% | +2.8% | +38.6% | +39.5% |
| 1Y | +92.1% | +11.9% | +80.1% | +90.6% |
| All | +92.1% | +11.3% | +80.8% | +90.6% |
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