+83.2%
NVS vs VSXY
+33.4%
+49.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -15.7% | -0.3% | -15.4% | -15.7% |
| 30D | -11.1% | -22.1% | +11.0% | -10.6% |
| 3M | -7.2% | -1.1% | -6.0% | -7.3% |
| 6M | -12.3% | +53.8% | -66.2% | -13.7% |
| YTD | +2.8% | +35.5% | -32.7% | +1.4% |
| 1Y | +11.9% | +186.0% | -174.1% | +8.0% |
| 3Y | +55.1% | +343.2% | -288.1% | +44.4% |
| 5Y | +94.1% | +19.0% | +75.0% | +88.6% |
| All | +83.2% | +33.4% | +49.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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