-34.8%
CAT vs NVS
+9.4%
-44.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +2.6% |
| 7D | +1.7% | -2.8% | +4.6% | +1.2% |
| 30D | -24.6% | +11.5% | -36.0% | -23.1% |
| 3M | -28.5% | +3.7% | -32.2% | -27.4% |
| 6M | -34.8% | +10.4% | -45.2% | -33.7% |
| All | -34.8% | +9.4% | -44.2% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling