+219.9%
CTVA vs NVS
+106.6%
+113.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -5.8% | -15.4% | +9.6% | +1.1% |
| 30D | +11.1% | -12.3% | +23.4% | +17.1% |
| 3M | +13.2% | -7.8% | +21.0% | +16.4% |
| 6M | +8.7% | -13.0% | +21.7% | +14.6% |
| YTD | +27.3% | +2.8% | +24.5% | +23.5% |
| 1Y | +18.0% | +10.6% | +7.4% | +9.7% |
| 3Y | +76.5% | +55.1% | +21.4% | +33.3% |
| 5Y | +105.1% | +91.7% | +13.4% | +31.3% |
| All | +219.9% | +106.6% | +113.3% | +94.8% |
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