+146.0%
QLD vs NVS
+90.8%
+55.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | +7.0% | -1.3% | +8.3% | +7.1% |
| 30D | -14.3% | +9.3% | -23.6% | -14.8% |
| 3M | -16.0% | +5.8% | -21.8% | -16.4% |
| 6M | -14.2% | +7.2% | -21.4% | -15.1% |
| YTD | +12.8% | +20.0% | -7.2% | +9.8% |
| 1Y | +14.1% | +25.4% | -11.3% | +10.3% |
| 3Y | +146.0% | +89.2% | +56.8% | +134.8% |
| All | +146.0% | +90.8% | +55.1% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling