+142.5%
XLC vs NVS
+227.2%
-84.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -0.8% | +4.0% | -4.9% | -2.4% |
| 30D | +1.0% | +3.6% | -2.5% | -0.5% |
| 3M | -0.7% | +7.8% | -8.5% | -4.1% |
| 6M | -5.1% | -0.2% | -5.0% | -5.6% |
| YTD | -4.3% | +19.6% | -23.9% | -11.8% |
| 1Y | -0.6% | +28.4% | -28.9% | -11.4% |
| 3Y | +72.7% | +76.2% | -3.5% | +30.0% |
| 5Y | +38.0% | +111.1% | -73.1% | -7.9% |
| All | +142.5% | +227.2% | -84.7% | +27.5% |
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