+1,036.2%
XLE vs NVS
+724.3%
+311.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +4.4% | -1.0% | +5.4% | +4.8% |
| 30D | -4.3% | +12.5% | -16.8% | -9.5% |
| 3M | +6.0% | +5.2% | +0.8% | +2.2% |
| 6M | +13.2% | +8.2% | +5.1% | +7.1% |
| YTD | +46.7% | +19.8% | +27.0% | +31.3% |
| 1Y | +46.6% | +24.8% | +21.8% | +28.4% |
| 3Y | +69.6% | +90.0% | -20.5% | +18.6% |
| 5Y | +166.5% | +134.3% | +32.3% | +64.7% |
| 10Y | +178.0% | +250.8% | -72.8% | +40.6% |
| All | +1,036.2% | +724.3% | +311.8% | +299.0% |
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