+7,443.4%
QLD vs NVS
+613.6%
+6,829.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.2% |
| 7D | -10.3% | +1.1% | -11.4% | -11.1% |
| 30D | -26.1% | +13.4% | -39.5% | -34.7% |
| 3M | -17.8% | +5.4% | -23.2% | -24.4% |
| 6M | -15.6% | +9.6% | -25.1% | -26.9% |
| YTD | +5.4% | +21.5% | -16.1% | -18.6% |
| 1Y | +5.2% | +32.3% | -27.1% | -25.7% |
| 3Y | +139.4% | +92.9% | +46.5% | +5.4% |
| 5Y | +66.7% | +134.3% | -67.6% | -42.9% |
| 10Y | +1,422.1% | +272.3% | +1,149.8% | +227.0% |
| All | +7,443.4% | +613.6% | +6,829.8% | +621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling