+1,269.4%
NVS vs COO
+3,836.7%
-2,567.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +4.0% | -2.2% | +6.2% | +4.4% |
| 30D | +3.6% | -7.0% | +10.6% | +4.7% |
| 3M | +7.8% | +12.2% | -4.4% | +5.7% |
| 6M | -0.2% | -15.1% | +14.9% | +2.2% |
| YTD | +19.6% | -15.1% | +34.7% | +22.4% |
| 1Y | +28.4% | +2.3% | +26.0% | +27.5% |
| 3Y | +76.2% | -23.7% | +99.9% | +80.7% |
| 5Y | +111.1% | -38.9% | +150.0% | +121.7% |
| 10Y | +224.3% | +49.9% | +174.3% | +196.9% |
| All | +1,269.4% | +3,836.7% | -2,567.3% | +689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling