+142.1%
CI vs NVS
+179.5%
-37.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -0.1% | -14.3% | +14.2% | +7.9% |
| 30D | +1.8% | -10.0% | +11.7% | +6.6% |
| 3M | -4.2% | -10.9% | +6.6% | +0.7% |
| 6M | +8.8% | -12.0% | +20.8% | +15.0% |
| YTD | +3.7% | +2.5% | +1.2% | -0.3% |
| 1Y | -6.1% | +10.7% | -16.8% | -14.1% |
| 3Y | +4.5% | +53.3% | -48.8% | -23.0% |
| 5Y | +50.5% | +93.6% | -43.1% | -7.4% |
| All | +142.1% | +179.5% | -37.4% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling