+39.3%
XLC vs NVS
+92.5%
-53.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.7% | -15.7% | +14.0% | +1.4% |
| 30D | +0.2% | -11.1% | +11.3% | +2.1% |
| 3M | +0.7% | -7.2% | +7.9% | +1.5% |
| 6M | -4.5% | -12.3% | +7.9% | -2.6% |
| YTD | -4.7% | +2.8% | -7.5% | -6.4% |
| 1Y | -1.5% | +11.9% | -13.4% | -5.3% |
| 3Y | +72.2% | +55.1% | +17.2% | +49.7% |
| 5Y | +39.3% | +94.1% | -54.7% | +7.2% |
| All | +39.3% | +92.5% | -53.2% | +7.2% |
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