+35.3%
CMS vs NVS
+135.9%
-100.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.9% | +1.3% | -2.3% | -1.3% |
| 30D | +7.1% | +13.9% | -6.8% | +3.2% |
| 3M | -1.3% | +4.7% | -6.0% | -3.2% |
| 6M | -2.7% | +12.1% | -14.7% | -6.9% |
| YTD | +2.6% | +22.3% | -19.7% | -4.9% |
| 1Y | -2.0% | +33.5% | -35.5% | -12.0% |
| 3Y | +39.6% | +94.7% | -55.1% | +8.7% |
| 5Y | +35.3% | +137.6% | -102.2% | -3.6% |
| All | +35.3% | +135.9% | -100.5% | -3.6% |
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