+368.3%
NVS vs CPAY
+1,533.9%
-1,165.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -15.7% | -2.7% | -13.0% | -15.2% |
| 30D | -11.1% | +0.6% | -11.6% | -11.1% |
| 3M | -7.2% | +17.0% | -24.2% | -9.9% |
| 6M | -12.3% | +24.1% | -36.5% | -16.1% |
| YTD | +2.8% | +35.7% | -33.0% | -3.8% |
| 1Y | +11.9% | +34.0% | -22.1% | +4.8% |
| 3Y | +55.1% | +50.3% | +4.8% | +39.4% |
| 5Y | +94.1% | +56.7% | +37.4% | +70.0% |
| 10Y | +181.2% | +153.9% | +27.3% | +115.7% |
| All | +368.3% | +1,533.9% | -1,165.6% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling