+36.0%
NVS vs CHD
+30.9%
+5.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.5% |
| 7D | +5.7% | +6.9% | -1.2% | +2.9% |
| 30D | +17.1% | +17.1% | 0.0% | +10.3% |
| 3M | +7.6% | +9.1% | -1.5% | +3.9% |
| 6M | +14.1% | +21.4% | -7.3% | +5.9% |
| YTD | +23.3% | +34.9% | -11.6% | +12.4% |
| 1Y | +36.0% | +31.0% | +4.9% | +25.0% |
| All | +36.0% | +30.9% | +5.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling