+28.0%
CL vs NVS
+32.8%
-4.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | +2.5% | +0.1% | +1.8% |
| 30D | +11.8% | +13.6% | -1.8% | +7.8% |
| 3M | +5.9% | +4.1% | +1.8% | +3.9% |
| 6M | +13.3% | +11.8% | +1.5% | +7.7% |
| YTD | +27.1% | +22.0% | +5.1% | +20.3% |
| 1Y | +28.0% | +32.3% | -4.3% | +18.7% |
| All | +28.0% | +32.8% | -4.8% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling