+484.4%
NVS vs XHB
+163.2%
+321.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -15.4% | -1.9% | -13.5% | -14.9% |
| 30D | -12.3% | -8.3% | -4.0% | -10.6% |
| 3M | -7.8% | -7.1% | -0.7% | -6.4% |
| 6M | -13.0% | -5.3% | -7.7% | -12.2% |
| YTD | +2.8% | -3.2% | +5.9% | +3.0% |
| 1Y | +10.6% | -13.9% | +24.5% | +13.8% |
| 3Y | +55.1% | +24.9% | +30.2% | +44.5% |
| 5Y | +91.7% | +34.5% | +57.2% | +72.7% |
| 10Y | +181.2% | +215.5% | -34.2% | +103.4% |
| All | +484.4% | +163.2% | +321.1% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling