+174.9%
NVS vs XME
+421.4%
-246.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -14.3% | -4.2% | -10.1% | -13.7% |
| 30D | -10.0% | -2.7% | -7.2% | -9.7% |
| 3M | -10.9% | -3.9% | -7.0% | -10.6% |
| 6M | -12.0% | -1.0% | -11.0% | -12.4% |
| YTD | +2.5% | +9.8% | -7.3% | -0.2% |
| 1Y | +10.7% | +32.5% | -21.9% | +3.9% |
| 3Y | +53.3% | +124.3% | -71.0% | +28.8% |
| 5Y | +93.6% | +165.8% | -72.2% | +53.6% |
| All | +174.9% | +421.4% | -246.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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