+19.9%
XBI vs NVS
+92.9%
-73.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -4.6% | -14.3% | +9.6% | +2.0% |
| 30D | -2.0% | -10.0% | +8.0% | +2.2% |
| 3M | +17.8% | -10.9% | +28.7% | +23.3% |
| 6M | +23.7% | -12.0% | +35.7% | +30.2% |
| YTD | +28.2% | +2.5% | +25.7% | +24.9% |
| 1Y | +64.0% | +10.7% | +53.3% | +53.1% |
| 3Y | +99.4% | +53.3% | +46.1% | +54.4% |
| All | +19.9% | +92.9% | -73.0% | -21.3% |
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 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