+132.2%
COP vs NVS
+134.2%
-2.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +4.4% | -1.3% | +5.7% | +4.6% |
| 30D | 0.0% | +9.3% | -9.3% | -1.4% |
| 3M | +15.0% | +5.8% | +9.2% | +13.6% |
| 6M | +22.0% | +7.2% | +14.8% | +20.1% |
| YTD | +55.3% | +20.0% | +35.4% | +48.3% |
| 1Y | +64.1% | +25.4% | +38.8% | +54.9% |
| 3Y | +34.1% | +89.2% | -55.1% | +11.4% |
| All | +132.2% | +134.2% | -2.0% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling