+170.6%
CVX vs NVS
+92.5%
+78.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | -15.7% | +16.4% | +2.9% |
| 30D | +9.1% | -11.1% | +20.2% | +10.6% |
| 3M | +13.1% | -7.2% | +20.3% | +13.7% |
| 6M | +16.3% | -12.3% | +28.6% | +18.0% |
| YTD | +43.5% | +2.8% | +40.7% | +40.7% |
| 1Y | +40.2% | +11.9% | +28.2% | +34.6% |
| 3Y | +44.2% | +55.1% | -10.8% | +26.6% |
| 5Y | +170.6% | +94.1% | +76.6% | +122.0% |
| All | +170.6% | +92.5% | +78.1% | +122.0% |
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 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