+52.0%
CI vs NVS
+133.2%
-81.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.2% |
| 30D | +6.4% | +11.5% | -5.1% | +2.1% |
| 3M | +10.7% | +3.7% | +7.0% | +8.4% |
| 6M | +5.5% | +10.4% | -4.9% | +0.6% |
| YTD | +11.4% | +19.8% | -8.4% | +2.1% |
| 1Y | +15.0% | +26.6% | -11.6% | +2.9% |
| 3Y | +9.0% | +90.1% | -81.1% | -18.1% |
| 5Y | +52.0% | +133.4% | -81.4% | +4.2% |
| All | +52.0% | +133.2% | -81.2% | +4.2% |
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