+1,269.4%
NVS vs CPB
+31.1%
+1,238.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.2% |
| 7D | +4.0% | -8.6% | +12.6% | +6.0% |
| 30D | +3.6% | -7.2% | +10.8% | +5.2% |
| 3M | +7.8% | +0.9% | +6.9% | +7.2% |
| 6M | -0.2% | -11.8% | +11.6% | +2.0% |
| YTD | +19.6% | -19.4% | +39.0% | +24.3% |
| 1Y | +28.4% | -30.4% | +58.8% | +37.6% |
| 3Y | +76.2% | -40.2% | +116.3% | +93.5% |
| 5Y | +111.1% | -39.5% | +150.6% | +129.2% |
| 10Y | +224.3% | -47.4% | +271.6% | +251.6% |
| All | +1,269.4% | +31.1% | +1,238.2% | +1,084.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling