+33.4%
XLB vs NVS
+92.5%
-59.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.5% | -15.7% | +12.2% | +1.7% |
| 30D | -4.7% | -11.1% | +6.4% | -1.5% |
| 3M | +2.7% | -7.2% | +9.9% | +4.2% |
| 6M | +2.6% | -12.3% | +14.9% | +6.2% |
| YTD | +12.8% | +2.8% | +10.1% | +10.0% |
| 1Y | +14.0% | +11.9% | +2.0% | +7.3% |
| 3Y | +31.5% | +55.1% | -23.6% | +7.5% |
| 5Y | +33.4% | +94.1% | -60.6% | -5.2% |
| All | +33.4% | +92.5% | -59.1% | -5.2% |
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