+417.2%
NVS vs COPX
+179.8%
+237.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +1.3% |
| 7D | -15.7% | -2.9% | -12.8% | -15.4% |
| 30D | -11.1% | 0.0% | -11.1% | -11.4% |
| 3M | -7.2% | +14.8% | -22.0% | -10.4% |
| 6M | -12.3% | +7.0% | -19.4% | -14.8% |
| YTD | +2.8% | +23.8% | -21.1% | -3.6% |
| 1Y | +11.9% | +75.7% | -63.8% | -2.6% |
| 3Y | +55.1% | +156.4% | -101.3% | +22.0% |
| 5Y | +94.1% | +167.6% | -73.5% | +47.4% |
| 10Y | +181.2% | +569.1% | -387.9% | +60.9% |
| All | +417.2% | +179.8% | +237.4% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling