+17.2%
XLI vs NVS
+27.7%
-10.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -1.1% | +4.0% | -5.1% | -2.0% |
| 30D | -5.9% | +3.6% | -9.5% | -6.8% |
| 3M | -0.3% | +7.8% | -8.1% | -2.8% |
| 6M | +0.1% | -0.2% | +0.3% | -0.4% |
| YTD | +13.6% | +19.6% | -6.0% | +8.2% |
| 1Y | +17.2% | +28.4% | -11.2% | +9.9% |
| All | +17.2% | +27.7% | -10.5% | +9.9% |
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 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