+2,197.2%
COP vs NVS
+1,273.7%
+923.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -1.3% | +5.7% | +4.9% |
| 30D | 0.0% | +9.3% | -9.3% | -4.0% |
| 3M | +15.0% | +5.8% | +9.2% | +11.0% |
| 6M | +22.0% | +7.2% | +14.8% | +16.5% |
| YTD | +55.3% | +20.0% | +35.4% | +40.1% |
| 1Y | +64.1% | +25.4% | +38.8% | +44.9% |
| 3Y | +34.1% | +89.2% | -55.1% | -3.5% |
| 5Y | +133.4% | +134.6% | -1.2% | +50.0% |
| 10Y | +338.6% | +251.4% | +87.2% | +137.9% |
| All | +2,197.2% | +1,273.7% | +923.4% | +774.2% |
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