+39.2%
XLK vs NVS
+10.8%
+28.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | +0.2% | -14.3% | +14.5% | -0.6% |
| 30D | -0.6% | -10.0% | +9.3% | -1.1% |
| 3M | +2.6% | -10.9% | +13.4% | +2.1% |
| 6M | +34.0% | -12.0% | +45.9% | +33.8% |
| YTD | +30.7% | +2.5% | +28.2% | +29.0% |
| 1Y | +39.2% | +10.7% | +28.5% | +37.3% |
| All | +39.2% | +10.8% | +28.4% | +37.3% |
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 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