+12,450.3%
COST vs NVS
+1,076.7%
+11,373.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.8% | -15.4% | +12.6% | +2.6% |
| 30D | -5.3% | -12.3% | +7.1% | -1.4% |
| 3M | -6.7% | -7.8% | +1.1% | -4.8% |
| 6M | -9.9% | -13.0% | +3.0% | -6.4% |
| YTD | +5.1% | +2.8% | +2.4% | +2.9% |
| 1Y | -7.3% | +10.6% | -17.9% | -11.9% |
| 3Y | +70.4% | +55.1% | +15.3% | +41.4% |
| 5Y | +104.4% | +91.7% | +12.7% | +55.3% |
| 10Y | +609.0% | +181.2% | +427.8% | +361.2% |
| All | +12,450.3% | +1,076.7% | +11,373.6% | +5,262.9% |
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