+193.3%
COP vs NVS
+89.9%
+103.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -15.4% | +14.9% | +1.9% |
| 30D | +11.7% | -12.3% | +24.0% | +13.6% |
| 3M | +17.7% | -7.8% | +25.5% | +18.5% |
| 6M | +18.3% | -13.0% | +31.3% | +20.4% |
| YTD | +49.1% | +2.8% | +46.3% | +45.6% |
| 1Y | +53.3% | +10.6% | +42.7% | +46.9% |
| 3Y | +22.2% | +55.1% | -32.9% | +5.2% |
| 5Y | +193.3% | +91.7% | +101.6% | +131.9% |
| All | +193.3% | +89.9% | +103.4% | +131.9% |
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