+735.6%
NVS vs XPO
+9,839.2%
-9,103.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -15.4% | -0.9% | -14.4% | -15.3% |
| 30D | -12.3% | -8.1% | -4.2% | -11.9% |
| 3M | -7.8% | -19.0% | +11.2% | -6.8% |
| 6M | -13.0% | -5.2% | -7.8% | -12.9% |
| YTD | +2.8% | +35.6% | -32.8% | +0.7% |
| 1Y | +10.6% | +41.1% | -30.5% | +8.0% |
| 3Y | +55.1% | +157.9% | -102.8% | +44.5% |
| 5Y | +91.7% | +265.6% | -174.0% | +72.6% |
| 10Y | +181.2% | +1,516.8% | -1,335.6% | +132.0% |
| All | +735.6% | +9,839.2% | -9,103.6% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling