+225.0%
XLE vs NVS
+90.2%
+134.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.9% | +15.0% | +3.3% |
| 7D | 0.0% | -14.6% | +14.6% | +2.3% |
| 30D | +12.6% | -11.9% | +24.6% | +14.5% |
| 3M | +11.8% | -6.0% | +17.8% | +12.1% |
| 6M | +16.1% | -11.4% | +27.5% | +17.6% |
| YTD | +46.9% | +2.9% | +43.9% | +43.4% |
| 1Y | +53.3% | +10.2% | +43.0% | +46.8% |
| 3Y | +54.9% | +55.3% | -0.4% | +33.6% |
| All | +225.0% | +90.2% | +134.8% | +162.9% |
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 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