+91.7%
NVS vs CRL
-37.6%
+129.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -15.4% | -4.6% | -10.8% | -14.9% |
| 30D | -12.3% | +0.5% | -12.8% | -12.3% |
| 3M | -7.8% | +46.6% | -54.4% | -11.3% |
| 6M | -13.0% | +57.3% | -70.2% | -17.1% |
| YTD | +2.8% | +39.5% | -36.8% | -1.2% |
| 1Y | +10.6% | +76.9% | -66.2% | +3.8% |
| 3Y | +55.1% | +39.4% | +15.7% | +45.9% |
| 5Y | +91.7% | -37.2% | +128.8% | +84.9% |
| All | +91.7% | -37.6% | +129.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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