+152.5%
CNH vs NVS
+180.2%
-27.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.5% | -15.7% | +13.2% | +7.0% |
| 30D | +27.0% | -11.1% | +38.1% | +34.8% |
| 3M | +32.6% | -7.2% | +39.8% | +36.5% |
| 6M | +23.6% | -12.3% | +35.9% | +31.7% |
| YTD | +47.8% | +2.8% | +45.1% | +43.4% |
| 1Y | +21.3% | +11.9% | +9.3% | +11.6% |
| 3Y | +7.0% | +55.1% | -48.1% | -21.8% |
| 5Y | +10.2% | +94.1% | -83.9% | -32.8% |
| All | +152.5% | +180.2% | -27.7% | +34.9% |
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