+2,449.5%
CI vs NVS
+1,271.6%
+1,177.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | +4.9% | +12.5% | -7.7% | -0.8% |
| 3M | +7.4% | +5.2% | +2.2% | +4.0% |
| 6M | +0.4% | +8.2% | -7.8% | -4.2% |
| YTD | +9.5% | +19.8% | -10.3% | -0.9% |
| 1Y | +12.0% | +24.8% | -12.9% | -0.7% |
| 3Y | +7.1% | +90.0% | -82.9% | -23.0% |
| 5Y | +49.3% | +134.3% | -84.9% | -3.9% |
| 10Y | +146.6% | +250.8% | -104.2% | +33.2% |
| All | +2,449.5% | +1,271.6% | +1,177.9% | +756.4% |
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