+91.7%
NVS vs CAPR
+76.3%
+15.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.1% |
| 7D | -15.4% | -12.6% | -2.7% | -15.3% |
| 30D | -12.3% | +124.4% | -136.7% | -12.9% |
| 3M | -7.8% | -66.8% | +59.0% | -7.5% |
| 6M | -13.0% | -71.8% | +58.8% | -12.6% |
| YTD | +2.8% | -70.1% | +72.8% | +3.1% |
| 1Y | +10.6% | +33.3% | -22.7% | +8.1% |
| 3Y | +55.1% | +36.7% | +18.4% | +47.6% |
| 5Y | +91.7% | +72.5% | +19.2% | +76.0% |
| All | +91.7% | +76.3% | +15.3% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling