+9,079.7%
CAT vs NVS
+1,269.4%
+7,810.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.6% |
| 7D | +1.7% | +4.0% | -2.3% | -0.3% |
| 30D | -6.6% | +3.6% | -10.2% | -8.5% |
| 3M | -13.3% | +7.8% | -21.1% | -16.9% |
| 6M | +11.6% | -0.2% | +11.8% | +10.9% |
| YTD | +42.9% | +19.6% | +23.4% | +30.4% |
| 1Y | +95.4% | +28.4% | +67.1% | +72.0% |
| 3Y | +196.6% | +76.2% | +120.4% | +120.1% |
| 5Y | +321.7% | +111.1% | +210.6% | +182.9% |
| 10Y | +1,140.8% | +224.3% | +916.5% | +569.0% |
| All | +9,079.7% | +1,269.4% | +7,810.3% | +2,750.8% |
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