+308.5%
CSCO vs NVS
+260.1%
+48.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | -15.8% | +9.3% | -25.1% | -18.9% |
| 3M | -15.4% | +5.8% | -21.2% | -18.3% |
| 6M | -5.4% | +7.2% | -12.6% | -9.7% |
| YTD | +26.5% | +20.0% | +6.5% | +13.7% |
| 1Y | +25.9% | +25.4% | +0.5% | +10.7% |
| 3Y | +97.5% | +89.2% | +8.3% | +36.8% |
| 5Y | +93.0% | +134.6% | -41.6% | +13.8% |
| All | +308.5% | +260.1% | +48.4% | +105.5% |
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