+269.8%
CORZ vs NVS
+68.2%
+201.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.3% |
| 7D | +1.7% | +1.3% | +0.4% | +2.0% |
| 30D | -17.5% | +13.9% | -31.3% | -16.1% |
| 3M | -39.5% | +4.7% | -44.2% | -38.7% |
| 6M | -44.5% | +12.1% | -56.6% | -44.0% |
| YTD | -12.6% | +22.3% | -35.0% | -11.4% |
| 1Y | -37.0% | +33.5% | -70.5% | -36.1% |
| All | +269.8% | +68.2% | +201.6% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling