+10.0%
CNH vs NVS
+54.6%
-44.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | -15.4% | +17.2% | +7.9% |
| 30D | +32.6% | -12.3% | +44.9% | +38.6% |
| 3M | +29.4% | -7.8% | +37.2% | +32.4% |
| 6M | +26.0% | -13.0% | +39.0% | +31.6% |
| YTD | +52.2% | +2.8% | +49.5% | +51.0% |
| 1Y | +23.9% | +10.6% | +13.2% | +20.1% |
| All | +10.0% | +54.6% | -44.6% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling