-35.4%
CLX vs NVS
+54.6%
-90.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.9% | -15.7% | +9.8% | -1.8% |
| 30D | -17.0% | -11.1% | -6.0% | -14.9% |
| 3M | -9.6% | -7.2% | -2.4% | -8.6% |
| 6M | -21.5% | -12.3% | -9.2% | -19.4% |
| YTD | -8.8% | +2.8% | -11.6% | -10.1% |
| 1Y | -24.7% | +11.9% | -36.6% | -27.5% |
| All | -35.4% | +54.6% | -90.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling