+81.6%
KO vs NVS
+93.4%
-11.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -15.7% | +14.6% | +3.6% |
| 30D | +1.6% | -11.1% | +12.6% | +4.4% |
| 3M | +5.8% | -7.2% | +12.9% | +7.1% |
| 6M | +14.3% | -12.3% | +26.6% | +17.9% |
| YTD | +27.3% | +2.8% | +24.6% | +24.4% |
| 1Y | +33.2% | +11.9% | +21.2% | +26.0% |
| 3Y | +64.5% | +55.1% | +9.4% | +37.2% |
| All | +81.6% | +93.4% | -11.8% | +36.2% |
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