+24.5%
COP vs NVS
+54.6%
-30.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -15.4% | +14.9% | +0.4% |
| 30D | +11.7% | -12.3% | +24.0% | +12.4% |
| 3M | +17.7% | -7.8% | +25.5% | +18.0% |
| 6M | +18.3% | -13.0% | +31.3% | +19.4% |
| YTD | +49.1% | +2.8% | +46.3% | +46.3% |
| 1Y | +53.3% | +10.6% | +42.7% | +48.7% |
| All | +24.5% | +54.6% | -30.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling