+121.0%
QLD vs NVS
+113.6%
+7.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +0.6% | +4.0% | -3.5% | -1.0% |
| 30D | -0.1% | +3.6% | -3.7% | -1.6% |
| 3M | -8.4% | +7.8% | -16.2% | -11.7% |
| 6M | +32.2% | -0.2% | +32.4% | +31.6% |
| YTD | +28.9% | +19.6% | +9.3% | +18.3% |
| 1Y | +43.8% | +28.4% | +15.5% | +27.6% |
| 3Y | +176.6% | +76.2% | +100.4% | +101.7% |
| All | +121.0% | +113.6% | +7.4% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling