+395.2%
COR vs NVS
+179.5%
+215.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.8% | -14.3% | +11.4% | +4.1% |
| 30D | +2.6% | -10.0% | +12.5% | +7.0% |
| 3M | +14.5% | -10.9% | +25.4% | +19.9% |
| 6M | -7.8% | -12.0% | +4.2% | -3.2% |
| YTD | -4.2% | +2.5% | -6.7% | -7.4% |
| 1Y | +7.0% | +10.7% | -3.7% | -1.1% |
| 3Y | +85.5% | +53.3% | +32.2% | +39.6% |
| 5Y | +181.2% | +93.6% | +87.6% | +78.8% |
| All | +395.2% | +179.5% | +215.6% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling