+61.7%
CBRE vs NVS
+54.6%
+7.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.2% | -15.7% | +8.5% | -2.9% |
| 30D | -6.4% | -11.1% | +4.7% | -3.5% |
| 3M | +2.9% | -7.2% | +10.1% | +4.7% |
| 6M | +2.5% | -12.3% | +14.9% | +5.8% |
| YTD | -14.2% | +2.8% | -16.9% | -15.5% |
| 1Y | -15.1% | +11.9% | -27.1% | -18.5% |
| All | +61.7% | +54.6% | +7.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling