+133.4%
NVS vs CAPR
+219.7%
-86.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +26.5% | -28.3% | -2.0% |
| 7D | -2.8% | +25.8% | -28.6% | -3.0% |
| 30D | +11.5% | +50.2% | -38.7% | +11.1% |
| 3M | +3.7% | +185.5% | -181.8% | +2.8% |
| 6M | +10.4% | -64.8% | +75.2% | +10.6% |
| YTD | +19.8% | -61.1% | +80.9% | +19.9% |
| 1Y | +26.6% | +81.0% | -54.4% | +23.4% |
| 3Y | +90.1% | +300.7% | -210.6% | +76.9% |
| 5Y | +133.4% | +223.3% | -90.0% | +114.3% |
| All | +133.4% | +219.7% | -86.3% | +114.3% |
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