+65.2%
CME vs NVS
+90.5%
-25.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +13.5% | +12.5% | +0.9% | +11.8% |
| 3M | +20.9% | +5.2% | +15.7% | +19.7% |
| 6M | +11.5% | +8.2% | +3.3% | +9.8% |
| YTD | +19.5% | +19.8% | -0.3% | +15.8% |
| 1Y | +17.2% | +24.8% | -7.6% | +12.9% |
| All | +65.2% | +90.5% | -25.4% | +47.9% |
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 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