+248.8%
XLF vs NVS
+179.5%
+69.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | -14.3% | +12.8% | +4.8% |
| 30D | -1.2% | -10.0% | +8.8% | +2.5% |
| 3M | +9.2% | -10.9% | +20.1% | +13.5% |
| 6M | +16.3% | -12.0% | +28.3% | +21.3% |
| YTD | +5.4% | +2.5% | +2.9% | +1.8% |
| 1Y | +7.6% | +10.7% | -3.1% | -0.3% |
| 3Y | +74.2% | +53.3% | +20.9% | +33.3% |
| 5Y | +66.1% | +93.6% | -27.5% | +8.8% |
| All | +248.8% | +179.5% | +69.3% | +101.9% |
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