+9,127.5%
QLD vs NVS
+602.4%
+8,525.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +2.2% |
| 7D | +0.6% | +4.0% | -3.5% | -3.7% |
| 30D | -0.1% | +3.6% | -3.7% | -4.4% |
| 3M | -8.4% | +7.8% | -16.2% | -17.1% |
| 6M | +32.2% | -0.2% | +32.4% | +28.5% |
| YTD | +28.9% | +19.6% | +9.3% | +3.6% |
| 1Y | +43.8% | +28.4% | +15.5% | +6.4% |
| 3Y | +176.6% | +76.2% | +100.4% | +36.9% |
| 5Y | +121.6% | +111.1% | +10.5% | -12.9% |
| 10Y | +1,652.9% | +224.3% | +1,428.7% | +348.2% |
| All | +9,127.5% | +602.4% | +8,525.1% | +817.8% |
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 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