+53.3%
NVS vs XPO
+151.0%
-97.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.3% | -5.7% | -8.6% | -14.0% |
| 30D | -10.0% | -12.8% | +2.9% | -9.3% |
| 3M | -10.9% | -20.0% | +9.1% | -9.9% |
| 6M | -12.0% | -6.0% | -5.9% | -11.8% |
| YTD | +2.5% | +34.0% | -31.5% | +1.2% |
| 1Y | +10.7% | +35.6% | -24.9% | +9.0% |
| 3Y | +53.3% | +152.3% | -99.0% | +41.2% |
| All | +53.3% | +151.0% | -97.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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