+5,760.6%
CRM vs NVS
+603.8%
+5,156.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -4.4% | -14.3% | +9.8% | +3.1% |
| 30D | +28.1% | -10.0% | +38.1% | +34.2% |
| 3M | +48.8% | -10.9% | +59.7% | +56.3% |
| 6M | +28.3% | -12.0% | +40.2% | +34.3% |
| YTD | -6.0% | +2.5% | -8.5% | -10.2% |
| 1Y | +1.4% | +10.7% | -9.2% | -7.8% |
| 3Y | +11.8% | +53.3% | -41.5% | -18.9% |
| 5Y | -2.0% | +93.6% | -95.6% | -40.1% |
| 10Y | +239.6% | +180.6% | +59.1% | +59.2% |
| All | +5,760.6% | +603.8% | +5,156.8% | +1,365.4% |
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