+1,917.3%
CRH vs NVS
+1,074.0%
+843.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -6.1% | -14.3% | +8.2% | +0.9% |
| 30D | -9.3% | -10.0% | +0.7% | -5.2% |
| 3M | -15.2% | -10.9% | -4.3% | -11.2% |
| 6M | -14.2% | -12.0% | -2.2% | -9.5% |
| YTD | -28.3% | +2.5% | -30.8% | -30.1% |
| 1Y | -21.8% | +10.7% | -32.5% | -26.9% |
| 3Y | +71.6% | +53.3% | +18.3% | +33.2% |
| 5Y | +96.6% | +93.6% | +3.0% | +34.3% |
| 10Y | +253.8% | +180.6% | +73.3% | +99.1% |
| All | +1,917.3% | +1,074.0% | +843.3% | +617.4% |
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