+2,317.7%
CI vs NVS
+1,269.4%
+1,048.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | +1.3% | +4.0% | -2.7% | -0.6% |
| 30D | +4.4% | +3.6% | +0.8% | +2.6% |
| 3M | +0.7% | +7.8% | -7.2% | -3.2% |
| 6M | +0.3% | -0.2% | +0.5% | -0.1% |
| YTD | +3.8% | +19.6% | -15.8% | -5.4% |
| 1Y | -5.5% | +28.4% | -33.9% | -16.9% |
| 3Y | +8.1% | +76.2% | -68.1% | -19.0% |
| 5Y | +42.8% | +111.1% | -68.3% | -2.8% |
| 10Y | +143.9% | +224.3% | -80.4% | +37.0% |
| All | +2,317.7% | +1,269.4% | +1,048.4% | +718.0% |
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 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