-7.1%
CMG vs NVS
+10.8%
-17.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.1% | -14.3% | +12.2% | +1.1% |
| 30D | +10.9% | -10.0% | +20.9% | +12.6% |
| 3M | +15.8% | -10.9% | +26.7% | +18.0% |
| 6M | +6.9% | -12.0% | +18.9% | +9.1% |
| YTD | -2.2% | +2.5% | -4.7% | -5.2% |
| 1Y | -7.1% | +10.7% | -17.8% | -10.9% |
| All | -7.1% | +10.8% | -17.9% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling