+16.9%
XLB vs NVS
+27.7%
-10.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -1.4% | +4.0% | -5.4% | -2.5% |
| 30D | -0.4% | +3.6% | -4.0% | -1.4% |
| 3M | +2.0% | +7.8% | -5.8% | -0.7% |
| 6M | +1.8% | -0.2% | +2.0% | +1.6% |
| YTD | +16.6% | +19.6% | -3.0% | +10.7% |
| 1Y | +16.9% | +28.4% | -11.4% | +8.8% |
| All | +16.9% | +27.7% | -10.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling