+242.0%
COF vs NVS
+179.5%
+62.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.1% | -14.3% | +9.1% | +1.2% |
| 30D | -6.0% | -10.0% | +3.9% | -2.3% |
| 3M | +14.8% | -10.9% | +25.7% | +19.5% |
| 6M | +15.3% | -12.0% | +27.3% | +20.7% |
| YTD | -13.0% | +2.5% | -15.6% | -16.0% |
| 1Y | -5.7% | +10.7% | -16.4% | -12.7% |
| 3Y | +118.1% | +53.3% | +64.8% | +64.5% |
| 5Y | +46.2% | +93.6% | -47.4% | -6.9% |
| All | +242.0% | +179.5% | +62.5% | +99.1% |
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