-10.0%
CRM vs NVS
+37.6%
-47.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.4% |
| 7D | -6.2% | +5.7% | -11.9% | -5.9% |
| 30D | -1.2% | +17.1% | -18.2% | -0.2% |
| 3M | +19.1% | +7.6% | +11.5% | +20.4% |
| 6M | +23.0% | +14.1% | +8.9% | +26.1% |
| YTD | -13.7% | +23.3% | -37.0% | -16.1% |
| 1Y | -10.0% | +36.0% | -46.0% | -15.9% |
| All | -10.0% | +37.6% | -47.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling