+135.2%
NVS vs COO
-40.4%
+175.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -1.3% | +0.5% | -1.7% | -1.4% |
| 30D | +9.3% | +14.2% | -4.9% | +6.4% |
| 3M | +5.8% | -18.2% | +24.0% | +9.8% |
| 6M | +7.2% | +5.3% | +1.8% | +5.6% |
| YTD | +20.0% | -23.6% | +43.5% | +25.6% |
| 1Y | +25.4% | -12.7% | +38.1% | +27.9% |
| 3Y | +89.2% | -24.2% | +113.4% | +94.3% |
| All | +135.2% | -40.4% | +175.6% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling