+216.7%
CTVA vs NVS
+106.1%
+110.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -14.3% | +9.8% | +1.9% |
| 30D | +11.3% | -10.0% | +21.3% | +15.9% |
| 3M | +12.3% | -10.9% | +23.2% | +17.4% |
| 6M | +7.2% | -12.0% | +19.1% | +12.4% |
| YTD | +26.0% | +2.5% | +23.5% | +22.4% |
| 1Y | +16.0% | +10.7% | +5.4% | +7.8% |
| 3Y | +73.9% | +53.3% | +20.6% | +32.2% |
| 5Y | +103.8% | +93.6% | +10.2% | +29.5% |
| All | +216.7% | +106.1% | +110.6% | +93.0% |
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 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