+53.3%
NVS vs COO
-38.7%
+92.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -14.3% | -22.5% | +8.3% | -10.3% |
| 30D | -10.0% | -29.7% | +19.8% | -4.1% |
| 3M | -10.9% | -20.1% | +9.3% | -7.4% |
| 6M | -12.0% | -26.9% | +14.9% | -7.3% |
| YTD | +2.5% | -34.2% | +36.7% | +9.6% |
| 1Y | +10.7% | -21.3% | +31.9% | +15.0% |
| 3Y | +53.3% | -38.7% | +92.0% | +65.3% |
| All | +53.3% | -38.7% | +92.0% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling