+78.9%
NVS vs SOXQ
+279.9%
-201.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -15.7% | +2.3% | -18.0% | -15.8% |
| 30D | -11.1% | -3.9% | -7.2% | -11.0% |
| 3M | -7.2% | -4.7% | -2.5% | -7.3% |
| 6M | -12.3% | +47.9% | -60.2% | -15.0% |
| YTD | +2.8% | +64.3% | -61.6% | -1.0% |
| 1Y | +11.9% | +95.7% | -83.8% | +6.7% |
| 3Y | +55.1% | +231.5% | -176.4% | +40.1% |
| 5Y | +94.1% | +255.0% | -160.9% | +67.4% |
| All | +78.9% | +279.9% | -201.1% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling