+159.8%
CVE vs NVS
+175.1%
-15.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -13.9% | +16.5% | +8.8% |
| 7D | +0.2% | -14.6% | +14.8% | +6.7% |
| 30D | +17.5% | -11.9% | +29.4% | +23.0% |
| 3M | +16.2% | -6.0% | +22.2% | +17.4% |
| 6M | +47.8% | -11.4% | +59.1% | +52.7% |
| YTD | +98.5% | +2.9% | +95.6% | +88.8% |
| 1Y | +109.8% | +10.2% | +99.5% | +91.1% |
| 3Y | +75.5% | +55.3% | +20.2% | +25.9% |
| 5Y | +341.6% | +89.6% | +252.0% | +166.4% |
| 10Y | +159.8% | +176.1% | -16.3% | +33.3% |
| All | +159.8% | +175.1% | -15.3% | +33.3% |
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