+94.0%
NVS vs CNI
+12.6%
+81.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -14.3% | -0.4% | -13.9% | -14.2% |
| 30D | -10.0% | -2.7% | -7.3% | -9.3% |
| 3M | -10.9% | +3.9% | -14.8% | -11.9% |
| 6M | -12.0% | +16.4% | -28.3% | -15.8% |
| YTD | +2.5% | +25.8% | -23.3% | -4.1% |
| 1Y | +10.7% | +32.4% | -21.7% | +2.0% |
| 3Y | +53.3% | +19.1% | +34.2% | +43.5% |
| All | +94.0% | +12.6% | +81.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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