+136.0%
CMS vs NVS
+249.7%
-113.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | +6.6% | +11.5% | -4.9% | +2.6% |
| 3M | +0.8% | +3.7% | -2.9% | -1.3% |
| 6M | -3.3% | +10.4% | -13.7% | -7.8% |
| YTD | +2.7% | +19.8% | -17.1% | -5.3% |
| 1Y | -4.0% | +26.6% | -30.6% | -13.5% |
| 3Y | +37.6% | +90.1% | -52.5% | +4.5% |
| 5Y | +35.4% | +133.4% | -97.9% | -6.9% |
| 10Y | +136.0% | +251.0% | -114.9% | +53.7% |
| All | +136.0% | +249.7% | -113.7% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling