+2,494.1%
CI vs NVS
+1,272.2%
+1,221.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -1.3% | -2.8% | +1.5% | 0.0% |
| 30D | +6.4% | +11.5% | -5.1% | +1.1% |
| 3M | +10.7% | +3.7% | +7.0% | +7.9% |
| 6M | +5.5% | +10.4% | -4.9% | -0.3% |
| YTD | +11.4% | +19.8% | -8.4% | +0.8% |
| 1Y | +15.0% | +26.6% | -11.6% | +1.4% |
| 3Y | +9.0% | +90.1% | -81.1% | -21.7% |
| 5Y | +52.0% | +133.4% | -81.4% | -2.0% |
| 10Y | +150.9% | +251.0% | -100.0% | +35.5% |
| All | +2,494.1% | +1,272.2% | +1,221.9% | +771.2% |
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 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