+1,325.8%
CRWD vs NVS
+101.7%
+1,224.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -14.3% | +11.3% | +0.5% |
| 30D | -6.8% | -10.0% | +3.2% | -5.0% |
| 3M | +19.6% | -10.9% | +30.5% | +21.8% |
| 6M | +87.1% | -12.0% | +99.0% | +90.8% |
| YTD | +76.4% | +2.5% | +73.9% | +69.5% |
| 1Y | +90.8% | +10.7% | +80.1% | +77.6% |
| 3Y | +380.0% | +53.3% | +326.7% | +274.7% |
| 5Y | +215.6% | +93.6% | +122.0% | +106.8% |
| All | +1,325.8% | +101.7% | +1,224.1% | +763.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling