+3,286.7%
CB vs NVS
+1,272.2%
+2,014.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -1.0% | -2.8% | +1.8% | +0.2% |
| 30D | +7.3% | +11.5% | -4.1% | +2.4% |
| 3M | +7.0% | +3.7% | +3.3% | +4.4% |
| 6M | +16.3% | +10.4% | +6.0% | +10.2% |
| YTD | +19.7% | +19.8% | -0.1% | +9.0% |
| 1Y | +27.8% | +26.6% | +1.2% | +13.5% |
| 3Y | +72.0% | +90.1% | -18.1% | +26.0% |
| 5Y | +104.9% | +133.4% | -28.5% | +35.6% |
| 10Y | +246.7% | +251.0% | -4.2% | +89.3% |
| All | +3,286.7% | +1,272.2% | +2,014.5% | +914.5% |
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