+174.9%
NVS vs CASY
+453.5%
-278.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -14.3% | -18.6% | +4.3% | -11.1% |
| 30D | -10.0% | -26.6% | +16.7% | -4.9% |
| 3M | -10.9% | -32.8% | +21.9% | -4.5% |
| 6M | -12.0% | -10.0% | -1.9% | -11.3% |
| YTD | +2.5% | +11.6% | -9.1% | -1.1% |
| 1Y | +10.7% | +11.5% | -0.8% | +6.7% |
| 3Y | +53.3% | +160.7% | -107.4% | +21.8% |
| 5Y | +93.6% | +232.4% | -138.8% | +44.5% |
| All | +174.9% | +453.5% | -278.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling