-53.3%
CSGP vs NVS
+37.6%
-91.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.1% |
| 7D | +18.3% | +5.7% | +12.6% | +16.6% |
| 30D | +17.8% | +17.1% | +0.7% | +13.8% |
| 3M | +9.3% | +7.6% | +1.6% | +7.2% |
| 6M | -7.9% | +14.1% | -22.0% | -10.6% |
| YTD | -51.5% | +23.3% | -74.9% | -55.8% |
| 1Y | -53.3% | +36.0% | -89.3% | -59.2% |
| All | -53.3% | +37.6% | -91.0% | -59.2% |
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