+53.3%
NVS vs SOXQ
+232.9%
-179.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -14.3% | +0.8% | -15.0% | -14.3% |
| 30D | -10.0% | -4.6% | -5.4% | -9.9% |
| 3M | -10.9% | -10.2% | -0.7% | -10.9% |
| 6M | -12.0% | +49.7% | -61.6% | -13.6% |
| YTD | +2.5% | +67.2% | -64.7% | +0.4% |
| 1Y | +10.7% | +98.0% | -87.3% | +8.1% |
| 3Y | +53.3% | +237.2% | -183.9% | +48.2% |
| All | +53.3% | +232.9% | -179.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 3y: compounded portfolio wealth divided by compounded SOXQ 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…
3y analysis · Full analysis span regression · 6 months rolling