+40.0%
CVS vs NVS
+179.5%
-139.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.2% | -14.3% | +12.1% | +3.7% |
| 30D | -0.1% | -10.0% | +9.9% | +3.5% |
| 3M | -5.2% | -10.9% | +5.7% | -1.6% |
| 6M | +26.9% | -12.0% | +38.9% | +32.2% |
| YTD | +22.1% | +2.5% | +19.6% | +18.2% |
| 1Y | +30.8% | +10.7% | +20.1% | +21.9% |
| 3Y | +54.4% | +53.3% | +1.1% | +20.5% |
| 5Y | +33.4% | +93.6% | -60.2% | -9.9% |
| All | +40.0% | +179.5% | -139.5% | -20.0% |
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