+28.4%
NVS vs XHB
-9.3%
+37.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | +4.0% | -1.3% | +5.3% | +4.3% |
| 30D | +3.6% | -6.9% | +10.5% | +5.5% |
| 3M | +7.8% | -1.3% | +9.1% | +7.7% |
| 6M | -0.2% | -6.8% | +6.6% | +1.0% |
| YTD | +19.6% | +0.7% | +18.8% | +17.5% |
| 1Y | +28.4% | -11.2% | +39.6% | +33.2% |
| All | +28.4% | -9.3% | +37.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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