+175.5%
NVS vs CAPR
-78.6%
+254.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | -15.7% | -10.6% | -5.1% | -15.6% |
| 30D | -11.1% | +111.2% | -122.3% | -11.5% |
| 3M | -7.2% | -67.2% | +60.0% | -7.0% |
| 6M | -12.3% | -75.1% | +62.8% | -12.0% |
| YTD | +2.8% | -71.2% | +74.0% | +3.0% |
| 1Y | +11.9% | +31.1% | -19.2% | +9.9% |
| 3Y | +55.1% | +31.3% | +23.7% | +51.2% |
| 5Y | +94.1% | +69.4% | +24.7% | +88.4% |
| All | +175.5% | -78.6% | +254.1% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling