+174.9%
NVS vs CPAY
+155.2%
+19.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -14.3% | -2.0% | -12.3% | -13.9% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | -10.9% | +16.4% | -27.2% | -13.3% |
| 6M | -12.0% | +23.5% | -35.5% | -15.5% |
| YTD | +2.5% | +35.7% | -33.1% | -3.7% |
| 1Y | +10.7% | +30.2% | -19.5% | +4.5% |
| 3Y | +53.3% | +49.7% | +3.6% | +38.2% |
| 5Y | +93.6% | +56.6% | +37.0% | +69.9% |
| All | +174.9% | +155.2% | +19.7% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling