+797.9%
CLX vs NVS
+1,273.7%
-475.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +9.5% | -1.3% | +10.8% | +9.9% |
| 30D | +30.7% | +9.3% | +21.4% | +27.7% |
| 3M | +4.2% | +5.8% | -1.6% | +2.3% |
| 6M | +22.1% | +7.2% | +14.9% | +19.2% |
| YTD | +14.1% | +20.0% | -5.9% | +8.1% |
| 1Y | +10.3% | +25.4% | -15.1% | +3.3% |
| 3Y | -7.8% | +89.2% | -97.0% | -23.0% |
| 5Y | -20.8% | +134.6% | -155.5% | -37.9% |
| 10Y | +31.9% | +251.4% | -219.5% | -8.2% |
| All | +797.9% | +1,273.7% | -475.8% | +340.7% |
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 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