+53.7%
NVS vs XME
+124.3%
-70.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | -15.7% | -3.0% | -12.7% | -15.5% |
| 30D | -11.1% | -2.6% | -8.5% | -10.9% |
| 3M | -7.2% | +2.2% | -9.3% | -7.5% |
| 6M | -12.3% | +0.7% | -13.0% | -12.9% |
| YTD | +2.8% | +10.9% | -8.2% | +0.9% |
| 1Y | +11.9% | +35.7% | -23.8% | +7.5% |
| All | +53.7% | +124.3% | -70.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling