+3,390.3%
CSX vs NVS
+1,269.4%
+2,120.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | -3.4% | +4.0% | -7.4% | -5.2% |
| 30D | -3.1% | +3.6% | -6.7% | -4.9% |
| 3M | +7.2% | +7.8% | -0.6% | +3.2% |
| 6M | +16.2% | -0.2% | +16.3% | +15.5% |
| YTD | +37.5% | +19.6% | +18.0% | +26.3% |
| 1Y | +53.2% | +28.4% | +24.9% | +36.1% |
| 3Y | +68.2% | +76.2% | -8.0% | +27.7% |
| 5Y | +65.2% | +111.1% | -45.8% | +14.4% |
| 10Y | +504.1% | +224.3% | +279.9% | +244.8% |
| All | +3,390.3% | +1,269.4% | +2,120.9% | +1,137.5% |
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