+49.0%
CG vs NVS
+54.6%
-5.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -6.4% | -15.4% | +8.9% | -4.5% |
| 30D | -7.1% | -12.3% | +5.3% | -5.6% |
| 3M | -1.6% | -7.8% | +6.2% | -0.9% |
| 6M | -8.3% | -13.0% | +4.6% | -7.2% |
| YTD | -23.8% | +2.8% | -26.6% | -24.3% |
| 1Y | -28.7% | +10.6% | -39.4% | -29.7% |
| All | +49.0% | +54.6% | -5.6% | +36.7% |
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