+38.9%
CNH vs NVS
+271.4%
-232.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.8% |
| 30D | -0.6% | +9.3% | -9.9% | -5.6% |
| 3M | +14.6% | +5.8% | +8.8% | +9.9% |
| 6M | +11.8% | +7.2% | +4.6% | +5.5% |
| YTD | +30.4% | +20.0% | +10.5% | +15.4% |
| 1Y | +19.1% | +25.4% | -6.3% | +2.5% |
| 3Y | +30.2% | +89.2% | -59.0% | -15.5% |
| 5Y | -17.8% | +134.6% | -152.4% | -54.9% |
| 10Y | +103.9% | +251.4% | -147.4% | -12.0% |
| All | +38.9% | +271.4% | -232.5% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling