+135.2%
NVS vs CPB
-33.2%
+168.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | +9.3% | +19.2% | -9.9% | +5.6% |
| 3M | +5.8% | -0.9% | +6.7% | +5.6% |
| 6M | +7.2% | +15.2% | -8.1% | +3.5% |
| YTD | +20.0% | -13.1% | +33.0% | +22.4% |
| 1Y | +25.4% | -22.4% | +47.8% | +31.0% |
| 3Y | +89.2% | -35.3% | +124.5% | +104.9% |
| All | +135.2% | -33.2% | +168.4% | +150.9% |
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