+444.5%
CORZ vs NVS
+41.5%
+403.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -13.9% | +18.6% | +3.7% |
| 7D | +16.6% | -14.6% | +31.2% | +15.4% |
| 30D | -10.9% | -11.9% | +1.1% | -11.5% |
| 3M | -31.0% | -6.0% | -25.1% | -31.8% |
| 6M | +26.0% | -11.4% | +37.4% | +24.8% |
| YTD | +28.6% | +2.9% | +25.7% | +27.8% |
| 1Y | +34.5% | +10.2% | +24.2% | +33.6% |
| All | +444.5% | +41.5% | +403.0% | +383.1% |
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