+42.7%
CI vs NVS
+89.9%
-47.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.1% | -15.4% | +14.3% | +5.0% |
| 30D | +0.5% | -12.3% | +12.8% | +5.0% |
| 3M | -5.2% | -7.8% | +2.6% | -3.1% |
| 6M | +4.3% | -13.0% | +17.3% | +9.1% |
| YTD | +2.8% | +2.8% | 0.0% | -0.1% |
| 1Y | -5.8% | +10.6% | -16.4% | -11.5% |
| 3Y | +4.7% | +55.1% | -50.3% | -15.2% |
| 5Y | +42.7% | +91.7% | -49.0% | +3.0% |
| All | +42.7% | +89.9% | -47.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling