+174.9%
NVS vs CHD
+126.1%
+48.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -14.3% | -4.5% | -9.8% | -13.1% |
| 30D | -10.0% | -6.7% | -3.2% | -8.1% |
| 3M | -10.9% | -2.7% | -8.2% | -10.2% |
| 6M | -12.0% | -4.9% | -7.0% | -10.8% |
| YTD | +2.5% | +13.3% | -10.8% | -1.3% |
| 1Y | +10.7% | +1.0% | +9.7% | +9.9% |
| 3Y | +53.3% | +1.3% | +52.0% | +51.2% |
| 5Y | +93.6% | +20.8% | +72.8% | +79.6% |
| All | +174.9% | +126.1% | +48.8% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling