+65.1%
CSGP vs NVS
+256.0%
-190.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.8% |
| 7D | -3.2% | +2.5% | -5.7% | -4.2% |
| 30D | +2.2% | +13.6% | -11.3% | -3.2% |
| 3M | -3.7% | +4.1% | -7.8% | -5.9% |
| 6M | -7.4% | +11.8% | -19.2% | -12.8% |
| YTD | -54.9% | +22.0% | -76.9% | -59.5% |
| 1Y | -54.9% | +32.3% | -87.1% | -61.1% |
| 3Y | -61.9% | +93.6% | -155.5% | -73.3% |
| 5Y | -63.1% | +136.7% | -199.8% | -77.2% |
| 10Y | +65.1% | +254.6% | -189.5% | -11.1% |
| All | +65.1% | +256.0% | -190.9% | -11.1% |
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