+2,276.5%
CSCO vs NVS
+1,269.4%
+1,007.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | -0.7% | +4.0% | -4.7% | -2.6% |
| 30D | -10.1% | +3.6% | -13.7% | -11.8% |
| 3M | -15.7% | +7.8% | -23.5% | -19.2% |
| 6M | +36.3% | -0.2% | +36.4% | +34.9% |
| YTD | +43.8% | +19.6% | +24.3% | +30.4% |
| 1Y | +63.9% | +28.4% | +35.6% | +43.2% |
| 3Y | +104.4% | +76.2% | +28.2% | +50.4% |
| 5Y | +111.4% | +111.1% | +0.3% | +40.1% |
| 10Y | +361.7% | +224.3% | +137.4% | +146.9% |
| All | +2,276.5% | +1,269.4% | +1,007.1% | +655.0% |
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 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