+552.8%
XLP vs NVS
+736.2%
-183.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +10.3% | +13.4% | -3.2% | +5.8% |
| 3M | +6.5% | +5.4% | +1.1% | +4.1% |
| 6M | +8.4% | +9.6% | -1.2% | +4.3% |
| YTD | +18.2% | +21.5% | -3.3% | +9.7% |
| 1Y | +22.4% | +32.3% | -9.9% | +10.3% |
| 3Y | +41.9% | +92.9% | -51.0% | +11.6% |
| 5Y | +40.9% | +134.3% | -93.5% | +2.9% |
| 10Y | +128.4% | +272.3% | -143.9% | +42.8% |
| All | +552.8% | +736.2% | -183.4% | +190.6% |
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