+4,266.9%
CHRW vs NVS
+955.8%
+3,311.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | -1.4% | +4.0% | -5.4% | -2.9% |
| 30D | -3.5% | +3.6% | -7.1% | -4.9% |
| 3M | -19.4% | +7.8% | -27.2% | -21.9% |
| 6M | -21.4% | -0.2% | -21.2% | -21.8% |
| YTD | -7.1% | +19.6% | -26.7% | -13.7% |
| 1Y | +17.8% | +28.4% | -10.6% | +6.6% |
| 3Y | +78.8% | +76.2% | +2.6% | +42.0% |
| 5Y | +83.5% | +111.1% | -27.6% | +34.7% |
| 10Y | +160.2% | +224.3% | -64.0% | +58.7% |
| All | +4,266.9% | +955.8% | +3,311.1% | +1,468.7% |
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 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