+135.5%
CVE vs NVS
+135.2%
+0.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -16.1% | +1.1% | -17.2% | -16.2% |
| 30D | -10.4% | +13.4% | -23.8% | -11.8% |
| 3M | -2.4% | +5.4% | -7.8% | -3.3% |
| 6M | -4.4% | +9.6% | -14.0% | -6.1% |
| YTD | +64.9% | +21.5% | +43.5% | +57.7% |
| 1Y | +66.0% | +32.3% | +33.7% | +55.6% |
| 3Y | +57.7% | +92.9% | -35.3% | +30.1% |
| All | +135.5% | +135.2% | +0.4% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling