+7.6%
XLF vs NVS
+10.8%
-3.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -14.3% | +12.8% | +0.3% |
| 30D | -1.2% | -10.0% | +8.8% | 0.0% |
| 3M | +9.2% | -10.9% | +20.1% | +10.5% |
| 6M | +16.3% | -12.0% | +28.3% | +17.5% |
| YTD | +5.4% | +2.5% | +2.9% | +3.8% |
| 1Y | +7.6% | +10.7% | -3.1% | +4.3% |
| All | +7.6% | +10.8% | -3.2% | +4.3% |
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