+359.9%
CSCO vs NVS
+180.2%
+179.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.1% | -15.7% | +14.6% | +5.4% |
| 30D | -10.8% | -11.1% | +0.3% | -7.3% |
| 3M | -9.2% | -7.2% | -2.0% | -7.8% |
| 6M | +39.5% | -12.3% | +51.9% | +45.0% |
| YTD | +41.5% | +2.8% | +38.8% | +35.9% |
| 1Y | +61.0% | +11.9% | +49.0% | +47.9% |
| 3Y | +105.2% | +55.1% | +50.1% | +55.8% |
| 5Y | +113.4% | +94.1% | +19.4% | +38.2% |
| All | +359.9% | +180.2% | +179.7% | +160.4% |
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 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