+94.0%
NVS vs XPO
+261.3%
-167.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.3% | -5.7% | -8.6% | -13.9% |
| 30D | -10.0% | -12.8% | +2.9% | -9.1% |
| 3M | -10.9% | -20.0% | +9.1% | -9.6% |
| 6M | -12.0% | -6.0% | -5.9% | -11.8% |
| YTD | +2.5% | +34.0% | -31.5% | +0.2% |
| 1Y | +10.7% | +35.6% | -24.9% | +7.9% |
| 3Y | +53.3% | +152.3% | -99.0% | +39.1% |
| All | +94.0% | +261.3% | -167.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling