-0.9%
CMS vs NVS
+10.4%
-11.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.2% | -15.4% | +15.5% | +2.6% |
| 30D | -1.3% | -12.3% | +11.0% | +0.3% |
| 3M | -5.4% | -7.8% | +2.4% | -5.2% |
| 6M | -10.3% | -13.0% | +2.6% | -9.1% |
| YTD | -0.2% | +2.8% | -3.0% | -2.3% |
| 1Y | -0.9% | +10.6% | -11.5% | -4.5% |
| All | -0.9% | +10.4% | -11.3% | -4.5% |
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