+76.1%
CME vs NVS
+89.9%
-13.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -15.4% | +14.7% | +2.6% |
| 30D | +4.7% | -12.3% | +17.0% | +7.1% |
| 3M | +7.8% | -7.8% | +15.6% | +8.9% |
| 6M | -11.0% | -13.0% | +2.0% | -8.9% |
| YTD | +4.0% | +2.8% | +1.3% | +2.1% |
| 1Y | +9.1% | +10.6% | -1.5% | +4.9% |
| 3Y | +52.3% | +55.1% | -2.8% | +32.0% |
| 5Y | +76.1% | +91.7% | -15.6% | +39.6% |
| All | +76.1% | +89.9% | -13.8% | +39.6% |
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