+174.9%
NVS vs XHB
+215.4%
-40.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -14.3% | -4.6% | -9.6% | -13.1% |
| 30D | -10.0% | -9.1% | -0.8% | -7.7% |
| 3M | -10.9% | -8.6% | -2.3% | -9.0% |
| 6M | -12.0% | -4.0% | -7.9% | -11.4% |
| YTD | +2.5% | -3.9% | +6.5% | +3.0% |
| 1Y | +10.7% | -16.5% | +27.1% | +15.1% |
| 3Y | +53.3% | +22.6% | +30.7% | +41.2% |
| 5Y | +93.6% | +33.9% | +59.7% | +70.4% |
| All | +174.9% | +215.4% | -40.5% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling