+67.3%
CSGP vs NVS
+257.6%
-190.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | -1.8% | +1.3% | -3.2% | -2.4% |
| 30D | +5.3% | +13.9% | -8.6% | -0.4% |
| 3M | +3.3% | +4.7% | -1.4% | +0.6% |
| 6M | -4.7% | +12.1% | -16.8% | -10.3% |
| YTD | -53.5% | +22.3% | -75.9% | -58.3% |
| 1Y | -53.7% | +33.5% | -87.2% | -60.2% |
| 3Y | -59.7% | +94.7% | -154.5% | -71.9% |
| 5Y | -62.5% | +137.6% | -200.0% | -76.9% |
| 10Y | +67.3% | +254.5% | -187.2% | -9.2% |
| All | +67.3% | +257.6% | -190.3% | -9.2% |
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