+89.6%
NVS vs CASY
+274.3%
-184.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.0% | -10.9% | -13.5% |
| 7D | -14.6% | -4.4% | -10.2% | -14.0% |
| 30D | -11.9% | -12.0% | +0.1% | -10.2% |
| 3M | -6.0% | -2.3% | -3.6% | -6.1% |
| 6M | -11.4% | +10.5% | -21.9% | -13.5% |
| YTD | +2.9% | +33.0% | -30.1% | -2.7% |
| 1Y | +10.2% | +41.1% | -30.9% | +3.0% |
| 3Y | +55.3% | +207.5% | -152.2% | +23.3% |
| 5Y | +89.6% | +290.7% | -201.1% | +41.7% |
| All | +89.6% | +274.3% | -184.7% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling