+6,701.2%
CAT vs NVS
+1,272.2%
+5,429.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.7% |
| 7D | +1.7% | -2.8% | +4.6% | +3.1% |
| 30D | -24.6% | +11.5% | -36.0% | -28.5% |
| 3M | -28.5% | +3.7% | -32.2% | -30.8% |
| 6M | -34.8% | +10.4% | -45.2% | -39.1% |
| YTD | +5.9% | +19.8% | -13.9% | -4.7% |
| 1Y | +6.8% | +26.6% | -19.8% | -6.3% |
| 3Y | +161.1% | +90.1% | +71.0% | +84.5% |
| 5Y | +213.4% | +133.4% | +80.1% | +97.7% |
| 10Y | +700.3% | +251.0% | +449.4% | +310.6% |
| All | +6,701.2% | +1,272.2% | +5,429.0% | +1,984.0% |
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