-37.0%
CLX vs NVS
+92.5%
-129.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.9% | -15.4% | +10.4% | -0.7% |
| 30D | -15.8% | -12.3% | -3.5% | -13.1% |
| 3M | -7.9% | -7.8% | -0.1% | -6.6% |
| 6M | -19.0% | -13.0% | -6.1% | -16.4% |
| YTD | -7.9% | +2.8% | -10.7% | -9.4% |
| 1Y | -25.4% | +10.6% | -36.0% | -28.2% |
| 3Y | -35.0% | +55.1% | -90.1% | -43.7% |
| All | -37.0% | +92.5% | -129.5% | -50.2% |
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