+68.0%
CNH vs NVS
+270.3%
-202.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +5.2% |
| 7D | +23.3% | +4.0% | +19.3% | +20.5% |
| 30D | +33.5% | +3.6% | +29.9% | +30.4% |
| 3M | +32.7% | +7.8% | +24.9% | +26.0% |
| 6M | +22.2% | -0.2% | +22.4% | +21.6% |
| YTD | +57.7% | +19.6% | +38.1% | +40.9% |
| 1Y | +28.0% | +28.4% | -0.4% | +9.3% |
| 3Y | +11.5% | +76.2% | -64.7% | -23.7% |
| 5Y | +11.9% | +111.1% | -99.2% | -33.5% |
| 10Y | +162.8% | +224.3% | -61.5% | +19.8% |
| All | +68.0% | +270.3% | -202.3% | -30.8% |
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