+1,802.9%
CVX vs NVS
+1,078.6%
+724.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +6.0% |
| 7D | -0.6% | -14.6% | +14.0% | +5.1% |
| 30D | +13.4% | -11.9% | +25.4% | +18.3% |
| 3M | +11.8% | -6.0% | +17.8% | +13.3% |
| 6M | +12.4% | -11.4% | +23.8% | +16.1% |
| YTD | +41.5% | +2.9% | +38.6% | +37.0% |
| 1Y | +41.6% | +10.2% | +31.4% | +32.8% |
| 3Y | +42.2% | +55.3% | -13.1% | +13.9% |
| 5Y | +166.0% | +89.6% | +76.4% | +92.7% |
| 10Y | +207.2% | +176.1% | +31.2% | +90.8% |
| All | +1,802.9% | +1,078.6% | +724.3% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling