+84.9%
CL vs NVS
+256.0%
-171.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +1.6% |
| 30D | +11.8% | +13.6% | -1.8% | +6.2% |
| 3M | +5.9% | +4.1% | +1.8% | +3.3% |
| 6M | +13.3% | +11.8% | +1.5% | +7.0% |
| YTD | +27.1% | +22.0% | +5.1% | +15.6% |
| 1Y | +28.0% | +32.3% | -4.3% | +12.4% |
| 3Y | +39.4% | +93.6% | -54.2% | +2.8% |
| 5Y | +40.8% | +136.7% | -95.9% | -6.6% |
| 10Y | +84.9% | +254.6% | -169.7% | +10.6% |
| All | +84.9% | +256.0% | -171.1% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling