+253.9%
XLI vs NVS
+179.5%
+74.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.7% | -14.3% | +12.6% | +4.2% |
| 30D | -7.3% | -10.0% | +2.7% | -4.1% |
| 3M | -1.3% | -10.9% | +9.5% | +2.2% |
| 6M | +2.2% | -12.0% | +14.2% | +6.4% |
| YTD | +11.7% | +2.5% | +9.2% | +8.3% |
| 1Y | +14.3% | +10.7% | +3.6% | +6.7% |
| 3Y | +70.3% | +53.3% | +17.0% | +33.1% |
| 5Y | +82.3% | +93.6% | -11.3% | +22.9% |
| All | +253.9% | +179.5% | +74.4% | +113.3% |
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 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