+1,318.6%
CL vs NVS
+1,269.4%
+49.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -2.2% | +4.0% | -6.2% | -3.6% |
| 30D | -4.8% | +3.6% | -8.4% | -6.1% |
| 3M | +4.9% | +7.8% | -2.9% | +1.9% |
| 6M | -5.7% | -0.2% | -5.5% | -5.9% |
| YTD | +14.4% | +19.6% | -5.2% | +7.1% |
| 1Y | +8.7% | +28.4% | -19.6% | -0.8% |
| 3Y | +30.0% | +76.2% | -46.2% | +5.5% |
| 5Y | +28.4% | +111.1% | -82.7% | -2.9% |
| 10Y | +50.1% | +224.3% | -174.2% | -2.6% |
| All | +1,318.6% | +1,269.4% | +49.2% | +477.9% |
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