+219.2%
CVX vs NVS
+179.5%
+39.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | -14.3% | +16.9% | +8.2% |
| 30D | +9.8% | -10.0% | +19.8% | +13.4% |
| 3M | +16.2% | -10.9% | +27.1% | +20.2% |
| 6M | +13.6% | -12.0% | +25.6% | +17.5% |
| YTD | +44.4% | +2.5% | +41.9% | +38.9% |
| 1Y | +40.6% | +10.7% | +29.9% | +30.0% |
| 3Y | +48.2% | +53.3% | -5.1% | +14.0% |
| 5Y | +172.3% | +93.6% | +78.7% | +78.3% |
| All | +219.2% | +179.5% | +39.7% | +94.9% |
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