+9.1%
XLF vs NVS
+27.7%
-18.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | 0.0% | +4.0% | -4.0% | -0.5% |
| 30D | +0.2% | +3.6% | -3.4% | -0.3% |
| 3M | +11.7% | +7.8% | +3.9% | +10.2% |
| 6M | +13.8% | -0.2% | +14.0% | +13.2% |
| YTD | +7.0% | +19.6% | -12.6% | +3.5% |
| 1Y | +9.1% | +28.4% | -19.2% | +4.1% |
| All | +9.1% | +27.7% | -18.6% | +4.1% |
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