-1.8%
CMS vs NVS
+25.4%
-27.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.7% | -1.3% | +3.0% | +1.9% |
| 30D | +6.2% | +9.3% | -3.1% | +4.8% |
| 3M | +0.6% | +5.8% | -5.2% | -1.0% |
| 6M | -1.8% | +7.2% | -8.9% | -3.7% |
| YTD | +3.8% | +20.0% | -16.1% | -0.8% |
| 1Y | -1.8% | +25.4% | -27.1% | -7.0% |
| All | -1.8% | +25.4% | -27.2% | -7.0% |
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 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