+3,264.4%
CSGP vs NVS
+884.6%
+2,379.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -4.1% | +4.0% | -8.1% | -5.7% |
| 30D | +2.3% | +3.6% | -1.3% | +0.8% |
| 3M | -8.2% | +7.8% | -16.0% | -11.1% |
| 6M | -35.1% | -0.2% | -34.9% | -35.4% |
| YTD | -54.0% | +19.6% | -73.6% | -57.6% |
| 1Y | -65.3% | +28.4% | -93.7% | -69.0% |
| 3Y | -62.6% | +76.2% | -138.8% | -71.0% |
| 5Y | -64.8% | +111.1% | -175.9% | -75.0% |
| 10Y | +45.1% | +224.3% | -179.2% | -13.9% |
| All | +3,264.4% | +884.6% | +2,379.7% | +1,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling