+94.1%
CRH vs NVS
+92.9%
+1.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -14.3% | +8.2% | -0.4% |
| 30D | -9.3% | -10.0% | +0.7% | -6.0% |
| 3M | -15.2% | -10.9% | -4.3% | -12.0% |
| 6M | -14.2% | -12.0% | -2.2% | -10.5% |
| YTD | -28.3% | +2.5% | -30.8% | -29.9% |
| 1Y | -21.8% | +10.7% | -32.5% | -26.3% |
| 3Y | +71.6% | +53.3% | +18.3% | +35.2% |
| All | +94.1% | +92.9% | +1.2% | +24.7% |
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 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