+53.0%
CSX vs NVS
+10.4%
+42.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.1% | +1.8% |
| 7D | +0.6% | -14.6% | +15.2% | +3.4% |
| 30D | -2.3% | -11.9% | +9.7% | -0.3% |
| 3M | +4.3% | -6.0% | +10.3% | +3.9% |
| 6M | +23.4% | -11.4% | +34.8% | +25.3% |
| YTD | +36.4% | +2.9% | +33.5% | +33.6% |
| 1Y | +53.0% | +10.2% | +42.8% | +47.9% |
| All | +53.0% | +10.4% | +42.7% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling