+91.7%
NVS vs COO
-44.2%
+135.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.1% | +1.1% |
| 7D | -15.4% | -9.0% | -6.4% | -13.7% |
| 30D | -12.3% | -16.8% | +4.5% | -8.9% |
| 3M | -7.8% | -7.5% | -0.3% | -6.4% |
| 6M | -13.0% | -16.3% | +3.3% | -10.0% |
| YTD | +2.8% | -22.5% | +25.3% | +7.7% |
| 1Y | +10.6% | -7.0% | +17.6% | +11.8% |
| 3Y | +55.1% | -27.5% | +82.5% | +61.4% |
| 5Y | +91.7% | -43.3% | +135.0% | +101.0% |
| All | +91.7% | -44.2% | +135.8% | +101.0% |
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