+62.6%
CSGP vs NVS
+249.7%
-187.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -7.1% | -2.8% | -4.3% | -5.9% |
| 30D | +3.6% | +11.5% | -7.8% | -1.1% |
| 3M | -2.7% | +3.7% | -6.4% | -4.9% |
| 6M | -8.0% | +10.4% | -18.4% | -12.9% |
| YTD | -55.0% | +19.8% | -74.8% | -59.2% |
| 1Y | -55.8% | +26.6% | -82.3% | -61.0% |
| 3Y | -62.0% | +90.1% | -152.1% | -73.2% |
| 5Y | -62.9% | +133.4% | -196.3% | -77.0% |
| 10Y | +62.6% | +251.0% | -188.4% | -12.2% |
| All | +62.6% | +249.7% | -187.1% | -12.2% |
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 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