+73.9%
CTVA vs NVS
+54.2%
+19.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | -14.3% | +9.8% | -0.9% |
| 30D | +11.3% | -10.0% | +21.3% | +13.9% |
| 3M | +12.3% | -10.9% | +23.2% | +15.3% |
| 6M | +7.2% | -12.0% | +19.1% | +10.3% |
| YTD | +26.0% | +2.5% | +23.5% | +24.8% |
| 1Y | +16.0% | +10.7% | +5.4% | +12.4% |
| 3Y | +73.9% | +53.3% | +20.6% | +48.4% |
| All | +73.9% | +54.2% | +19.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling