-4.4%
CLX vs NVS
+179.5%
-183.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.7% | -14.3% | +8.6% | -1.8% |
| 30D | -17.0% | -10.0% | -7.1% | -14.9% |
| 3M | -9.7% | -10.9% | +1.2% | -7.3% |
| 6M | -19.8% | -12.0% | -7.9% | -17.4% |
| YTD | -9.8% | +2.5% | -12.4% | -11.1% |
| 1Y | -26.2% | +10.7% | -36.8% | -28.9% |
| 3Y | -36.2% | +53.3% | -89.5% | -44.5% |
| 5Y | -38.3% | +93.6% | -131.9% | -50.4% |
| All | -4.4% | +179.5% | -183.9% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling