+94.0%
NVS vs CPB
-41.0%
+135.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -14.3% | -1.8% | -12.5% | -14.0% |
| 30D | -10.0% | -7.1% | -2.9% | -8.8% |
| 3M | -10.9% | -6.0% | -4.8% | -10.2% |
| 6M | -12.0% | -5.3% | -6.7% | -11.5% |
| YTD | +2.5% | -20.8% | +23.4% | +6.7% |
| 1Y | +10.7% | -33.8% | +44.5% | +19.7% |
| 3Y | +53.3% | -43.7% | +97.0% | +71.0% |
| All | +94.0% | -41.0% | +135.0% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling