+36.0%
NVS vs CPB
-18.4%
+54.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.8% |
| 7D | +5.7% | +13.0% | -7.3% | +4.1% |
| 30D | +17.1% | +20.5% | -3.5% | +14.6% |
| 3M | +7.6% | +2.2% | +5.4% | +6.8% |
| 6M | +14.1% | +15.4% | -1.3% | +11.7% |
| YTD | +23.3% | -12.3% | +35.6% | +22.7% |
| 1Y | +36.0% | -18.0% | +54.0% | +35.0% |
| All | +36.0% | -18.4% | +54.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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