+247.9%
SOXX vs NVS
+92.9%
+155.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -14.3% | +15.7% | +3.3% |
| 30D | -3.6% | -10.0% | +6.4% | -2.7% |
| 3M | -10.2% | -10.9% | +0.7% | -9.4% |
| 6M | +54.2% | -12.0% | +66.2% | +55.9% |
| YTD | +75.2% | +2.5% | +72.7% | +71.1% |
| 1Y | +107.5% | +10.7% | +96.8% | +99.1% |
| 3Y | +226.8% | +53.3% | +173.5% | +186.0% |
| All | +247.9% | +92.9% | +155.0% | +170.1% |
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