+626.9%
CEG vs NVS
+86.5%
+540.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +1.3% | -15.4% | +16.7% | +2.8% |
| 30D | +8.8% | -12.3% | +21.2% | +10.0% |
| 3M | +17.0% | -7.8% | +24.8% | +17.4% |
| 6M | -8.7% | -13.0% | +4.3% | -7.9% |
| YTD | -16.4% | +2.8% | -19.2% | -16.9% |
| 1Y | -1.8% | +10.6% | -12.4% | -3.1% |
| 3Y | +175.8% | +55.1% | +120.7% | +150.7% |
| All | +626.9% | +86.5% | +540.4% | +501.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling