+143.7%
XLC vs NVS
+180.5%
-36.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.5% | -14.3% | +14.8% | +5.8% |
| 30D | +2.1% | -10.0% | +12.1% | +5.3% |
| 3M | +0.7% | -10.9% | +11.6% | +3.9% |
| 6M | -3.2% | -12.0% | +8.8% | +0.2% |
| YTD | -3.8% | +2.5% | -6.3% | -6.7% |
| 1Y | -2.0% | +10.7% | -12.7% | -8.4% |
| 3Y | +71.4% | +53.3% | +18.1% | +34.7% |
| 5Y | +40.7% | +93.6% | -52.9% | -5.2% |
| All | +143.7% | +180.5% | -36.8% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling