+356.9%
NVS vs XYL
+466.0%
-109.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.0% | -16.9% | -14.6% |
| 7D | -14.6% | +1.8% | -16.4% | -15.1% |
| 30D | -11.9% | -9.2% | -2.7% | -10.0% |
| 3M | -6.0% | -0.3% | -5.7% | -6.3% |
| 6M | -11.4% | -11.0% | -0.4% | -9.3% |
| YTD | +2.9% | -19.2% | +22.1% | +7.6% |
| 1Y | +10.2% | -21.2% | +31.4% | +15.9% |
| 3Y | +55.3% | +18.6% | +36.7% | +45.1% |
| 5Y | +89.6% | -14.3% | +103.9% | +89.3% |
| 10Y | +176.1% | +141.0% | +35.0% | +102.5% |
| All | +356.9% | +466.0% | -109.1% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling