+60.0%
CSGP vs NVS
+260.1%
-200.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +2.8% | +9.3% | -6.4% | -1.0% |
| 3M | -6.3% | +5.8% | -12.1% | -9.2% |
| 6M | -3.2% | +7.2% | -10.3% | -7.0% |
| YTD | -54.0% | +20.0% | -73.9% | -58.4% |
| 1Y | -54.8% | +25.4% | -80.2% | -60.0% |
| 3Y | -60.6% | +89.2% | -149.8% | -72.1% |
| 5Y | -62.6% | +134.6% | -197.3% | -76.9% |
| All | +60.0% | +260.1% | -200.0% | -16.3% |
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