+74.2%
XLF vs NVS
+54.2%
+20.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -14.3% | +12.8% | +1.2% |
| 30D | -1.2% | -10.0% | +8.8% | +0.4% |
| 3M | +9.2% | -10.9% | +20.1% | +11.1% |
| 6M | +16.3% | -12.0% | +28.3% | +18.5% |
| YTD | +5.4% | +2.5% | +2.9% | +3.6% |
| 1Y | +7.6% | +10.7% | -3.1% | +3.7% |
| 3Y | +74.2% | +53.3% | +20.9% | +53.0% |
| All | +74.2% | +54.2% | +20.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling