+81.8%
XLI vs NVS
+92.9%
-11.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.7% | -14.3% | +12.6% | +2.0% |
| 30D | -7.3% | -10.0% | +2.7% | -5.3% |
| 3M | -1.3% | -10.9% | +9.5% | +0.9% |
| 6M | +2.2% | -12.0% | +14.2% | +4.8% |
| YTD | +11.7% | +2.5% | +9.2% | +9.4% |
| 1Y | +14.3% | +10.7% | +3.6% | +9.2% |
| 3Y | +70.3% | +53.3% | +17.0% | +44.6% |
| All | +81.8% | +92.9% | -11.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling