-47.0%
CLF vs NVS
+88.8%
-135.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.9% | +12.3% | +3.9% |
| 7D | +6.5% | -14.6% | +21.1% | +12.9% |
| 30D | +0.2% | -11.9% | +12.2% | +4.6% |
| 3M | -3.1% | -6.0% | +2.9% | -1.7% |
| 6M | +25.0% | -11.4% | +36.4% | +29.9% |
| YTD | -7.5% | +2.9% | -10.4% | -10.3% |
| 1Y | +11.5% | +10.2% | +1.3% | +4.6% |
| 3Y | -13.7% | +55.3% | -69.0% | -33.3% |
| 5Y | -47.0% | +89.6% | -136.6% | -65.9% |
| All | -47.0% | +88.8% | -135.8% | -65.9% |
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 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