+7.1%
CRM vs NVS
+27.7%
-20.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.3% |
| 7D | +1.3% | +4.0% | -2.8% | +2.0% |
| 30D | +34.3% | +3.6% | +30.7% | +35.0% |
| 3M | +37.7% | +7.8% | +29.9% | +39.9% |
| 6M | +34.9% | -0.2% | +35.1% | +37.5% |
| YTD | -1.6% | +19.6% | -21.2% | -2.9% |
| 1Y | +7.1% | +28.4% | -21.2% | +4.2% |
| All | +7.1% | +27.7% | -20.6% | +4.2% |
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