+1,273.7%
NVS vs COO
+3,444.1%
-2,170.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | +9.3% | +14.2% | -4.9% | +7.0% |
| 3M | +5.8% | -18.2% | +24.0% | +8.9% |
| 6M | +7.2% | +5.3% | +1.8% | +5.9% |
| YTD | +20.0% | -23.6% | +43.5% | +24.5% |
| 1Y | +25.4% | -12.7% | +38.1% | +27.4% |
| 3Y | +89.2% | -24.2% | +113.4% | +94.0% |
| 5Y | +134.6% | -40.0% | +174.6% | +146.8% |
| 10Y | +251.4% | +41.6% | +209.8% | +224.2% |
| All | +1,273.7% | +3,444.1% | -2,170.3% | +702.6% |
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 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