+11.9%
NVS vs CPB
-33.6%
+45.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | -15.7% | -5.4% | -10.3% | -15.2% |
| 30D | -11.1% | -7.8% | -3.2% | -10.3% |
| 3M | -7.2% | -6.9% | -0.3% | -6.5% |
| 6M | -12.3% | -12.2% | -0.1% | -11.1% |
| YTD | +2.8% | -21.1% | +23.8% | +5.2% |
| 1Y | +11.9% | -33.5% | +45.4% | +18.8% |
| All | +11.9% | -33.6% | +45.6% | +18.8% |
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