+30.0%
CL vs NVS
+113.6%
-83.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -2.2% | +4.0% | -6.2% | -3.7% |
| 30D | -4.8% | +3.6% | -8.4% | -6.2% |
| 3M | +4.9% | +7.8% | -2.9% | +1.7% |
| 6M | -5.7% | -0.2% | -5.5% | -6.0% |
| YTD | +14.4% | +19.6% | -5.2% | +6.7% |
| 1Y | +8.7% | +28.4% | -19.6% | -1.4% |
| 3Y | +30.0% | +76.2% | -46.2% | +4.1% |
| All | +30.0% | +113.6% | -83.6% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling