+628.9%
KO vs NVS
+1,074.0%
-445.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +0.2% | -14.3% | +14.5% | +5.0% |
| 30D | +1.8% | -10.0% | +11.8% | +4.8% |
| 3M | +7.7% | -10.9% | +18.6% | +11.1% |
| 6M | +15.3% | -12.0% | +27.2% | +19.2% |
| YTD | +28.0% | +2.5% | +25.5% | +25.5% |
| 1Y | +34.3% | +10.7% | +23.6% | +28.0% |
| 3Y | +63.8% | +53.3% | +10.5% | +38.7% |
| 5Y | +84.1% | +93.6% | -9.5% | +42.8% |
| 10Y | +185.4% | +180.6% | +4.8% | +94.6% |
| All | +628.9% | +1,074.0% | -445.0% | +218.0% |
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 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