+11.9%
NVS vs COO
-20.6%
+32.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.7% | +3.7% |
| 7D | -15.7% | -23.3% | +7.6% | -9.6% |
| 30D | -11.1% | -29.5% | +18.4% | -2.4% |
| 3M | -7.2% | -20.0% | +12.8% | -1.8% |
| 6M | -12.3% | -27.2% | +14.9% | -5.2% |
| YTD | +2.8% | -33.9% | +36.7% | +13.3% |
| 1Y | +11.9% | -19.9% | +31.9% | +16.6% |
| All | +11.9% | -20.6% | +32.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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