+65.2%
CSGP vs NVS
+269.2%
-204.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +10.7% | +13.4% | -2.8% | +4.9% |
| 3M | +3.3% | +5.4% | -2.1% | +0.3% |
| 6M | -10.3% | +9.6% | -19.9% | -14.8% |
| YTD | -54.6% | +21.5% | -76.1% | -59.1% |
| 1Y | -54.6% | +32.3% | -87.0% | -60.9% |
| 3Y | -60.3% | +92.9% | -153.3% | -72.1% |
| 5Y | -63.3% | +134.3% | -197.6% | -77.2% |
| All | +65.2% | +269.2% | -204.0% | -11.8% |
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