+97.0%
CFG vs NVS
+89.9%
+7.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.6% | -15.4% | +14.8% | +3.8% |
| 30D | -4.5% | -12.3% | +7.8% | -1.5% |
| 3M | +6.3% | -7.8% | +14.1% | +7.7% |
| 6M | +20.6% | -13.0% | +33.6% | +24.3% |
| YTD | +21.2% | +2.8% | +18.5% | +18.2% |
| 1Y | +38.2% | +10.6% | +27.6% | +31.3% |
| 3Y | +185.9% | +55.1% | +130.9% | +134.8% |
| 5Y | +97.0% | +91.7% | +5.3% | +42.5% |
| All | +97.0% | +89.9% | +7.1% | +42.5% |
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 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