+49.9%
XLE vs NVS
+37.6%
+12.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -4.3% |
| 7D | -7.2% | +5.7% | -12.9% | -6.6% |
| 30D | +0.1% | +17.1% | -17.0% | +1.7% |
| 3M | +9.2% | +7.6% | +1.5% | +10.4% |
| 6M | +8.4% | +14.1% | -5.7% | +10.7% |
| YTD | +44.9% | +23.3% | +21.6% | +47.9% |
| 1Y | +49.9% | +36.0% | +13.9% | +53.3% |
| All | +49.9% | +37.6% | +12.2% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling