+2,558.5%
COF vs NVS
+1,076.7%
+1,481.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | -15.7% | +9.6% | +2.4% |
| 30D | -5.2% | -11.1% | +5.9% | +0.1% |
| 3M | +17.0% | -7.2% | +24.2% | +20.0% |
| 6M | +12.9% | -12.3% | +25.2% | +19.5% |
| YTD | -13.5% | +2.8% | -16.3% | -16.8% |
| 1Y | -5.9% | +11.9% | -17.8% | -14.0% |
| 3Y | +117.1% | +55.1% | +62.1% | +59.8% |
| 5Y | +45.4% | +94.1% | -48.7% | -7.5% |
| 10Y | +244.1% | +181.2% | +62.9% | +73.9% |
| All | +2,558.5% | +1,076.7% | +1,481.8% | +576.8% |
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