+29.5%
XLB vs NVS
+37.6%
-8.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.6% |
| 7D | +3.9% | +5.7% | -1.8% | +2.6% |
| 30D | +8.9% | +17.1% | -8.2% | +5.1% |
| 3M | +4.1% | +7.6% | -3.5% | +1.8% |
| 6M | +7.3% | +14.1% | -6.8% | +2.2% |
| YTD | +20.4% | +23.3% | -2.9% | +12.7% |
| 1Y | +29.5% | +36.0% | -6.4% | +17.3% |
| All | +29.5% | +37.6% | -8.1% | +17.3% |
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 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