+143.5%
CVE vs NVS
+249.7%
-106.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | +0.1% | -2.8% | +2.9% | +1.3% |
| 30D | -10.8% | +11.5% | -22.3% | -15.4% |
| 3M | -4.3% | +3.7% | -8.0% | -7.4% |
| 6M | -1.5% | +10.4% | -11.8% | -8.1% |
| YTD | +70.7% | +19.8% | +50.9% | +50.9% |
| 1Y | +58.1% | +26.6% | +31.5% | +35.3% |
| 3Y | +69.8% | +90.1% | -20.3% | +9.5% |
| 5Y | +148.9% | +133.4% | +15.6% | +33.3% |
| 10Y | +143.5% | +251.0% | -107.4% | +15.2% |
| All | +143.5% | +249.7% | -106.2% | +15.2% |
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