+524.7%
NVS vs CAPR
-99.0%
+623.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | 0.0% |
| 7D | -1.0% | +19.1% | -20.1% | -1.1% |
| 30D | +12.5% | +48.8% | -36.3% | +12.3% |
| 3M | +5.2% | +144.4% | -139.2% | +4.6% |
| 6M | +8.2% | -67.5% | +75.7% | +8.3% |
| YTD | +19.8% | -64.5% | +84.3% | +19.8% |
| 1Y | +24.8% | +74.4% | -49.6% | +22.6% |
| 3Y | +90.0% | +265.7% | -175.7% | +84.9% |
| 5Y | +134.3% | +196.0% | -61.7% | +127.7% |
| 10Y | +250.8% | -62.4% | +313.2% | +237.3% |
| All | +524.7% | -99.0% | +623.7% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling