+177.0%
XLV vs NVS
+182.7%
-5.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.7% |
| 7D | -2.2% | -13.1% | +11.0% | +4.7% |
| 30D | +0.2% | -7.9% | +8.1% | +3.8% |
| 3M | +9.5% | -9.2% | +18.7% | +14.2% |
| 6M | +12.9% | -9.4% | +22.4% | +17.7% |
| YTD | +9.3% | +3.9% | +5.4% | +5.4% |
| 1Y | +23.6% | +15.4% | +8.2% | +12.2% |
| 3Y | +32.4% | +51.4% | -19.0% | +1.7% |
| 5Y | +37.4% | +96.5% | -59.1% | -11.4% |
| 10Y | +177.0% | +182.7% | -5.7% | +47.0% |
| All | +177.0% | +182.7% | -5.7% | +47.0% |
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 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