-3.1%
CMG vs NVS
+92.9%
-96.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.1% | -14.3% | +12.2% | +1.5% |
| 30D | +10.9% | -10.0% | +20.9% | +13.2% |
| 3M | +15.8% | -10.9% | +26.7% | +18.5% |
| 6M | +6.9% | -12.0% | +18.9% | +9.7% |
| YTD | -2.2% | +2.5% | -4.7% | -3.8% |
| 1Y | -7.1% | +10.7% | -17.8% | -10.5% |
| 3Y | -7.1% | +53.3% | -60.4% | -19.0% |
| All | -3.1% | +92.9% | -96.0% | -26.0% |
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