+606.1%
COST vs NVS
+179.5%
+426.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -14.3% | +13.1% | +3.4% |
| 30D | -4.7% | -10.0% | +5.2% | -2.1% |
| 3M | -7.1% | -10.9% | +3.8% | -4.3% |
| 6M | -8.5% | -12.0% | +3.4% | -5.6% |
| YTD | +5.4% | +2.5% | +2.9% | +3.1% |
| 1Y | -5.6% | +10.7% | -16.3% | -10.4% |
| 3Y | +68.5% | +53.3% | +15.2% | +39.8% |
| 5Y | +105.2% | +93.6% | +11.6% | +52.7% |
| All | +606.1% | +179.5% | +426.5% | +388.6% |
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