+93.6%
NVS vs CASY
+156.4%
-62.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.5% | +5.0% | -2.5% | +1.9% |
| 30D | +13.6% | +8.2% | +5.4% | +12.5% |
| 3M | +4.1% | -18.2% | +22.3% | +6.1% |
| 6M | +11.8% | -18.6% | +30.4% | +14.0% |
| YTD | +22.0% | +26.8% | -4.8% | +17.6% |
| 1Y | +32.3% | +31.6% | +0.7% | +26.8% |
| 3Y | +93.6% | +156.5% | -62.9% | +71.6% |
| All | +93.6% | +156.4% | -62.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling