+106.2%
XLP vs NVS
+177.6%
-71.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.9% | -15.4% | +12.5% | +2.8% |
| 30D | -2.2% | -12.3% | +10.1% | +1.9% |
| 3M | -0.6% | -7.8% | +7.2% | +1.5% |
| 6M | -2.2% | -13.0% | +10.8% | +2.0% |
| YTD | +8.3% | +2.8% | +5.5% | +5.6% |
| 1Y | +5.7% | +10.6% | -4.9% | -0.2% |
| 3Y | +25.7% | +55.1% | -29.4% | +1.9% |
| 5Y | +31.3% | +91.7% | -60.4% | -4.5% |
| 10Y | +106.2% | +181.2% | -75.1% | +36.1% |
| All | +106.2% | +177.6% | -71.5% | +36.1% |
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