-26.2%
CLX vs NVS
+10.8%
-37.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.7% | -14.3% | +8.6% | -2.3% |
| 30D | -17.0% | -10.0% | -7.1% | -15.4% |
| 3M | -9.7% | -10.9% | +1.2% | -7.7% |
| 6M | -19.8% | -12.0% | -7.9% | -18.1% |
| YTD | -9.8% | +2.5% | -12.4% | -10.2% |
| 1Y | -26.2% | +10.7% | -36.8% | -27.9% |
| All | -26.2% | +10.8% | -37.0% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling