+1,474.0%
CL vs NVS
+1,301.1%
+173.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | +11.6% | +13.9% | -2.3% | +6.7% |
| 3M | +5.6% | +4.7% | +0.9% | +3.3% |
| 6M | +13.2% | +12.1% | +1.1% | +7.9% |
| YTD | +26.9% | +22.3% | +4.6% | +17.3% |
| 1Y | +27.3% | +33.5% | -6.2% | +14.1% |
| 3Y | +39.7% | +94.7% | -55.0% | +9.1% |
| 5Y | +41.3% | +137.6% | -96.2% | +2.2% |
| 10Y | +76.3% | +254.5% | -178.2% | +10.7% |
| All | +1,474.0% | +1,301.1% | +173.0% | +533.1% |
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