+2,080.3%
COP vs NVS
+1,078.6%
+1,001.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +6.4% |
| 7D | -0.8% | -14.6% | +13.8% | +5.3% |
| 30D | +15.6% | -11.9% | +27.5% | +20.9% |
| 3M | +14.3% | -6.0% | +20.3% | +15.9% |
| 6M | +17.0% | -11.4% | +28.4% | +20.9% |
| YTD | +47.4% | +2.9% | +44.5% | +42.3% |
| 1Y | +52.4% | +10.2% | +42.2% | +42.2% |
| 3Y | +20.8% | +55.3% | -34.5% | -5.1% |
| 5Y | +191.7% | +89.6% | +102.1% | +106.2% |
| 10Y | +325.1% | +176.1% | +149.0% | +155.9% |
| All | +2,080.3% | +1,078.6% | +1,001.7% | +788.3% |
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 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