+326.8%
CFG vs NVS
+200.4%
+126.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +0.7% | +2.5% | -1.8% | -0.4% |
| 30D | +2.8% | +13.6% | -10.8% | -3.0% |
| 3M | -10.1% | +4.1% | -14.2% | -12.7% |
| 6M | +3.2% | +11.8% | -8.6% | -3.5% |
| YTD | +14.2% | +22.0% | -7.8% | +1.9% |
| 1Y | +27.4% | +32.3% | -4.8% | +9.1% |
| 3Y | +187.6% | +93.6% | +94.0% | +96.0% |
| 5Y | +65.7% | +136.7% | -71.0% | -1.6% |
| 10Y | +219.7% | +254.6% | -34.9% | +58.5% |
| All | +326.8% | +200.4% | +126.4% | +124.3% |
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 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