-5.0%
CI vs NVS
+11.3%
-16.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.3% | -15.7% | +14.4% | +3.0% |
| 30D | +3.1% | -11.1% | +14.2% | +5.8% |
| 3M | -4.5% | -7.2% | +2.7% | -3.3% |
| 6M | +8.3% | -12.3% | +20.6% | +10.9% |
| YTD | +3.8% | +2.8% | +1.0% | +1.9% |
| 1Y | -5.0% | +11.9% | -17.0% | -9.8% |
| All | -5.0% | +11.3% | -16.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling