+652.5%
CLX vs NVS
+1,269.4%
-616.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -9.2% | +4.0% | -13.3% | -10.3% |
| 30D | -11.0% | +3.6% | -14.6% | -12.0% |
| 3M | +5.0% | +7.8% | -2.8% | +2.7% |
| 6M | -18.8% | -0.2% | -18.6% | -19.0% |
| YTD | -4.4% | +19.6% | -24.0% | -9.0% |
| 1Y | -21.9% | +28.4% | -50.2% | -27.1% |
| 3Y | -32.8% | +76.2% | -108.9% | -42.6% |
| 5Y | -34.6% | +111.1% | -145.6% | -47.1% |
| 10Y | -4.7% | +224.3% | -228.9% | -32.1% |
| All | +652.5% | +1,269.4% | -616.9% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling