+53.3%
NVS vs COPX
+149.4%
-96.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.3% | -2.3% | -11.9% | -14.2% |
| 30D | -10.0% | +0.3% | -10.2% | -10.2% |
| 3M | -10.9% | +6.8% | -17.7% | -11.9% |
| 6M | -12.0% | +7.9% | -19.9% | -13.7% |
| YTD | +2.5% | +23.7% | -21.2% | -1.5% |
| 1Y | +10.7% | +71.5% | -60.9% | +1.9% |
| 3Y | +53.3% | +149.1% | -95.8% | +36.5% |
| All | +53.3% | +149.4% | -96.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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