+94.0%
NVS vs XYL
-16.2%
+110.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -14.3% | +1.2% | -15.5% | -14.5% |
| 30D | -10.0% | -11.9% | +2.0% | -8.0% |
| 3M | -10.9% | -1.5% | -9.3% | -10.9% |
| 6M | -12.0% | -11.9% | -0.1% | -10.2% |
| YTD | +2.5% | -20.6% | +23.1% | +6.3% |
| 1Y | +10.7% | -23.5% | +34.2% | +15.5% |
| 3Y | +53.3% | +14.9% | +38.4% | +46.1% |
| All | +94.0% | -16.2% | +110.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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