+67.2%
QLD vs NVS
+135.2%
-68.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | -10.3% | +1.1% | -11.4% | -10.5% |
| 30D | -26.1% | +13.4% | -39.5% | -28.9% |
| 3M | -17.8% | +5.4% | -23.2% | -19.7% |
| 6M | -15.6% | +9.6% | -25.1% | -19.5% |
| YTD | +5.4% | +21.5% | -16.1% | -4.2% |
| 1Y | +5.2% | +32.3% | -27.1% | -7.9% |
| 3Y | +139.4% | +92.9% | +46.5% | +63.0% |
| All | +67.2% | +135.2% | -68.0% | -4.1% |
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