+45.9%
CSCO vs NVS
+37.6%
+8.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.7% |
| 7D | -6.1% | +5.7% | -11.8% | -5.9% |
| 30D | -8.2% | +17.1% | -25.2% | -7.9% |
| 3M | -14.6% | +7.6% | -22.2% | -14.2% |
| 6M | +12.7% | +14.1% | -1.4% | +12.7% |
| YTD | +37.0% | +23.3% | +13.7% | +34.6% |
| 1Y | +45.9% | +36.0% | +9.9% | +39.0% |
| All | +45.9% | +37.6% | +8.3% | +39.0% |
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