+33.0%
NVS vs BOXX
+4.1%
+28.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.6% |
| 30D | +15.0% | +0.4% | +14.7% | +15.1% |
| 3M | +4.8% | +1.0% | +3.8% | +5.7% |
| 6M | +11.3% | +2.0% | +9.3% | +12.5% |
| YTD | +21.0% | +3.3% | +17.7% | +15.4% |
| 1Y | +33.0% | +4.0% | +28.9% | +21.4% |
| All | +33.0% | +4.1% | +28.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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