+28.4%
NVS vs CAPR
+48.7%
-20.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +4.0% | -2.0% | +6.0% | +4.0% |
| 30D | +3.6% | +139.2% | -135.6% | +3.3% |
| 3M | +7.8% | -66.4% | +74.2% | +8.0% |
| 6M | -0.2% | -63.1% | +63.0% | -0.1% |
| YTD | +19.6% | -67.4% | +87.0% | +19.8% |
| 1Y | +28.4% | +58.2% | -29.9% | +25.3% |
| All | +28.4% | +48.7% | -20.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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