+1,418.0%
QLD vs NVS
+257.6%
+1,160.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | -1.4% | +1.3% | -2.8% | -2.2% |
| 30D | -19.6% | +13.9% | -33.5% | -27.3% |
| 3M | -14.1% | +4.7% | -18.8% | -19.1% |
| 6M | -13.6% | +12.1% | -25.7% | -24.6% |
| YTD | +12.5% | +22.3% | -9.8% | -9.7% |
| 1Y | +13.1% | +33.5% | -20.3% | -16.3% |
| 3Y | +154.7% | +94.7% | +60.0% | +20.3% |
| 5Y | +81.1% | +137.6% | -56.5% | -35.3% |
| 10Y | +1,418.0% | +254.5% | +1,163.5% | +320.9% |
| All | +1,418.0% | +257.6% | +1,160.4% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling