+41.9%
CMI vs NVS
+27.7%
+14.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.1% |
| 7D | -0.7% | +4.0% | -4.7% | -1.5% |
| 30D | -13.4% | +3.6% | -17.0% | -14.1% |
| 3M | -17.0% | +7.8% | -24.8% | -19.1% |
| 6M | -1.6% | -0.2% | -1.5% | -2.0% |
| YTD | +11.0% | +19.6% | -8.6% | +7.0% |
| 1Y | +41.9% | +28.4% | +13.5% | +36.2% |
| All | +41.9% | +27.7% | +14.2% | +36.2% |
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