+94.0%
NVS vs CPAY
+55.3%
+38.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -14.3% | -2.0% | -12.3% | -14.0% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | -10.9% | +16.4% | -27.2% | -12.7% |
| 6M | -12.0% | +23.5% | -35.5% | -14.7% |
| YTD | +2.5% | +35.7% | -33.1% | -2.4% |
| 1Y | +10.7% | +30.2% | -19.5% | +5.8% |
| 3Y | +53.3% | +49.7% | +3.6% | +40.9% |
| All | +94.0% | +55.3% | +38.7% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling