+25.4%
NVS vs CAPR
+63.5%
-38.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | -1.3% | +5.9% | -7.2% | -1.3% |
| 30D | +9.3% | +44.6% | -35.3% | +9.1% |
| 3M | +5.8% | +126.4% | -120.6% | +5.5% |
| 6M | +7.2% | -68.6% | +75.8% | +7.3% |
| YTD | +20.0% | -67.0% | +86.9% | +20.1% |
| 1Y | +25.4% | +65.2% | -39.8% | +24.2% |
| All | +25.4% | +63.5% | -38.1% | +24.2% |
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