+12.3%
XLI vs NVS
+37.6%
-25.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.6% |
| 7D | +0.6% | +5.7% | -5.1% | -0.3% |
| 30D | -0.4% | +17.1% | -17.4% | -2.9% |
| 3M | -8.8% | +7.6% | -16.5% | -10.4% |
| 6M | -0.4% | +14.1% | -14.5% | -4.9% |
| YTD | +10.1% | +23.3% | -13.2% | +3.4% |
| 1Y | +12.3% | +36.0% | -23.7% | +1.8% |
| All | +12.3% | +37.6% | -25.3% | +1.8% |
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