+36.0%
NVS vs CPAY
+59.0%
-23.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +3.3% |
| 7D | +5.7% | +5.7% | 0.0% | +5.1% |
| 30D | +17.1% | +4.2% | +12.9% | +16.5% |
| 3M | +7.6% | +5.6% | +2.1% | +7.2% |
| 6M | +14.1% | +34.7% | -20.6% | +11.3% |
| YTD | +23.3% | +39.1% | -15.8% | +17.9% |
| 1Y | +36.0% | +60.3% | -24.3% | +24.0% |
| All | +36.0% | +59.0% | -23.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling