+631.5%
XLU vs NVS
+605.6%
+25.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | -14.3% | +12.7% | +3.0% |
| 30D | -3.3% | -10.0% | +6.6% | -0.6% |
| 3M | -3.2% | -10.9% | +7.7% | -0.2% |
| 6M | -7.0% | -12.0% | +5.0% | -3.9% |
| YTD | +0.6% | +2.5% | -1.9% | -1.4% |
| 1Y | +2.4% | +10.7% | -8.2% | -2.5% |
| 3Y | +46.3% | +53.3% | -7.0% | +23.4% |
| 5Y | +44.0% | +93.6% | -49.6% | +11.2% |
| 10Y | +140.1% | +180.6% | -40.5% | +63.1% |
| All | +631.5% | +605.6% | +25.9% | +250.0% |
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