+3,369.8%
CSX vs NVS
+1,291.3%
+2,078.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.5% |
| 7D | -5.5% | +1.1% | -6.6% | -5.9% |
| 30D | +4.9% | +13.4% | -8.5% | -0.5% |
| 3M | -2.9% | +5.4% | -8.3% | -5.9% |
| 6M | +8.3% | +9.6% | -1.2% | +2.8% |
| YTD | +36.7% | +21.5% | +15.3% | +23.9% |
| 1Y | +41.5% | +32.3% | +9.2% | +23.4% |
| 3Y | +68.6% | +92.9% | -24.3% | +22.3% |
| 5Y | +48.4% | +134.3% | -85.9% | -2.5% |
| 10Y | +446.6% | +272.3% | +174.3% | +192.7% |
| All | +3,369.8% | +1,291.3% | +2,078.5% | +1,114.0% |
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