+55.3%
NVS vs CAPR
+42.0%
+13.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -13.9% |
| 7D | -14.6% | -9.5% | -5.1% | -14.6% |
| 30D | -11.9% | +121.5% | -133.4% | -12.3% |
| 3M | -6.0% | -65.4% | +59.4% | -5.7% |
| 6M | -11.4% | -67.5% | +56.1% | -11.2% |
| YTD | +2.9% | -68.6% | +71.5% | +3.1% |
| 1Y | +10.2% | +42.7% | -32.4% | +8.2% |
| 3Y | +55.3% | +43.4% | +12.0% | +49.9% |
| All | +55.3% | +42.0% | +13.3% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling