+64.7%
XLC vs NVS
+90.8%
-26.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.7% | -1.3% | +5.0% | +3.8% |
| 30D | -1.9% | +9.3% | -11.2% | -2.7% |
| 3M | -3.1% | +5.8% | -8.9% | -3.7% |
| 6M | -6.4% | +7.2% | -13.5% | -7.2% |
| YTD | -6.8% | +20.0% | -26.8% | -8.7% |
| 1Y | -1.7% | +25.4% | -27.1% | -4.2% |
| 3Y | +64.7% | +89.2% | -24.5% | +59.6% |
| All | +64.7% | +90.8% | -26.1% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling