+1,537.1%
SOXX vs NVS
+179.5%
+1,357.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -14.3% | +15.7% | +7.3% |
| 30D | -3.6% | -10.0% | +6.4% | -0.6% |
| 3M | -10.2% | -10.9% | +0.7% | -7.5% |
| 6M | +54.2% | -12.0% | +66.2% | +59.3% |
| YTD | +75.2% | +2.5% | +72.7% | +67.6% |
| 1Y | +107.5% | +10.7% | +96.8% | +90.4% |
| 3Y | +226.8% | +53.3% | +173.5% | +144.5% |
| 5Y | +251.2% | +93.6% | +157.6% | +119.2% |
| All | +1,537.1% | +179.5% | +1,357.6% | +789.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling