-10.1%
CEG vs NVS
+11.3%
-21.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.3% | -15.7% | +16.0% | +1.4% |
| 30D | +2.9% | -11.1% | +14.0% | +3.4% |
| 3M | +18.2% | -7.2% | +25.4% | +17.6% |
| 6M | -9.5% | -12.3% | +2.8% | -9.7% |
| YTD | -18.7% | +2.8% | -21.4% | -18.0% |
| 1Y | -10.1% | +11.9% | -22.1% | -8.9% |
| All | -10.1% | +11.3% | -21.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling