+40.6%
CVX vs NVS
+10.8%
+29.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +2.6% | -14.3% | +16.9% | +1.6% |
| 30D | +9.8% | -10.0% | +19.8% | +9.3% |
| 3M | +16.2% | -10.9% | +27.1% | +15.4% |
| 6M | +13.6% | -12.0% | +25.6% | +13.2% |
| YTD | +44.4% | +2.5% | +41.9% | +45.8% |
| 1Y | +40.6% | +10.7% | +29.9% | +42.5% |
| All | +40.6% | +10.8% | +29.8% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling