+338.5%
COP vs NVS
+179.5%
+159.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +2.3% | -14.3% | +16.6% | +8.4% |
| 30D | +8.6% | -10.0% | +18.6% | +12.4% |
| 3M | +19.9% | -10.9% | +30.7% | +24.3% |
| 6M | +19.0% | -12.0% | +31.0% | +23.3% |
| YTD | +50.0% | +2.5% | +47.4% | +43.6% |
| 1Y | +50.5% | +10.7% | +39.8% | +38.1% |
| 3Y | +25.2% | +53.3% | -28.1% | -6.3% |
| 5Y | +194.3% | +93.6% | +100.7% | +84.7% |
| All | +338.5% | +179.5% | +159.0% | +133.3% |
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 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