+820.5%
XLB vs NVS
+723.0%
+97.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -1.4% | +4.0% | -5.4% | -3.3% |
| 30D | -0.4% | +3.6% | -4.0% | -2.2% |
| 3M | +2.0% | +7.8% | -5.8% | -2.0% |
| 6M | +1.8% | -0.2% | +2.0% | +1.3% |
| YTD | +16.6% | +19.6% | -3.0% | +6.3% |
| 1Y | +16.9% | +28.4% | -11.4% | +2.9% |
| 3Y | +32.6% | +76.2% | -43.6% | -1.2% |
| 5Y | +35.6% | +111.1% | -75.4% | -8.3% |
| 10Y | +160.0% | +224.3% | -64.2% | +41.9% |
| All | +820.5% | +723.0% | +97.5% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling