-5.1%
COF vs NVS
+37.6%
-42.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.8% |
| 7D | +0.7% | +5.7% | -5.0% | -0.3% |
| 30D | +5.7% | +17.1% | -11.3% | +2.7% |
| 3M | -6.7% | +7.6% | -14.3% | -8.0% |
| 6M | +9.5% | +14.1% | -4.6% | +5.5% |
| YTD | -13.9% | +23.3% | -37.2% | -20.6% |
| 1Y | -5.1% | +36.0% | -41.0% | -16.2% |
| All | -5.1% | +37.6% | -42.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling