+1,111.5%
XLI vs NVS
+608.3%
+503.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | +5.4% |
| 7D | +1.0% | -14.6% | +15.6% | +7.3% |
| 30D | -5.8% | -11.9% | +6.1% | -1.5% |
| 3M | +0.7% | -6.0% | +6.7% | +2.1% |
| 6M | +3.2% | -11.4% | +14.6% | +7.2% |
| YTD | +13.0% | +2.9% | +10.1% | +9.9% |
| 1Y | +16.8% | +10.2% | +6.5% | +9.9% |
| 3Y | +72.4% | +55.3% | +17.1% | +37.0% |
| 5Y | +82.8% | +89.6% | -6.8% | +31.1% |
| 10Y | +252.4% | +176.1% | +76.4% | +112.5% |
| All | +1,111.5% | +608.3% | +503.2% | +370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling