+176.9%
XLE vs NVS
+180.2%
-3.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | -15.7% | +16.2% | +6.7% |
| 30D | +6.6% | -11.1% | +17.6% | +10.5% |
| 3M | +12.3% | -7.2% | +19.5% | +14.0% |
| 6M | +18.4% | -12.3% | +30.7% | +22.6% |
| YTD | +47.2% | +2.8% | +44.5% | +41.3% |
| 1Y | +50.3% | +11.9% | +38.3% | +38.0% |
| 3Y | +55.3% | +55.1% | +0.2% | +18.5% |
| 5Y | +226.0% | +94.1% | +131.9% | +113.1% |
| All | +176.9% | +180.2% | -3.3% | +64.9% |
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