+139.4%
QLD vs NVS
+93.3%
+46.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | -10.3% | +1.1% | -11.4% | -10.3% |
| 30D | -26.1% | +13.4% | -39.5% | -26.7% |
| 3M | -17.8% | +5.4% | -23.2% | -18.1% |
| 6M | -15.6% | +9.6% | -25.1% | -16.7% |
| YTD | +5.4% | +21.5% | -16.1% | +2.4% |
| 1Y | +5.2% | +32.3% | -27.1% | +1.0% |
| 3Y | +139.4% | +92.9% | +46.5% | +123.2% |
| All | +139.4% | +93.3% | +46.1% | +123.2% |
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