+36.0%
NVS vs CAPR
+47.4%
-11.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +3.6% |
| 7D | +5.7% | +43.2% | -37.5% | +5.6% |
| 30D | +17.1% | +14.7% | +2.4% | +17.0% |
| 3M | +7.6% | +113.9% | -106.3% | +7.3% |
| 6M | +14.1% | -73.4% | +87.5% | +14.3% |
| YTD | +23.3% | -69.1% | +92.4% | +23.5% |
| 1Y | +36.0% | +47.2% | -11.2% | +35.1% |
| All | +36.0% | +47.4% | -11.4% | +35.1% |
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