+1,078.6%
NVS vs CHD
+7,433.1%
-6,354.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.0% | -11.9% | -13.5% |
| 7D | -14.6% | -2.9% | -11.7% | -14.0% |
| 30D | -11.9% | -6.2% | -5.7% | -10.6% |
| 3M | -6.0% | +1.6% | -7.5% | -6.3% |
| 6M | -11.4% | -3.5% | -7.9% | -10.8% |
| YTD | +2.9% | +16.2% | -13.3% | -0.6% |
| 1Y | +10.2% | +3.4% | +6.8% | +9.1% |
| 3Y | +55.3% | +4.6% | +50.7% | +52.6% |
| 5Y | +89.6% | +21.1% | +68.5% | +79.4% |
| 10Y | +176.1% | +126.5% | +49.5% | +126.4% |
| All | +1,078.6% | +7,433.1% | -6,354.5% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling