+35.5%
XLV vs NVS
+92.9%
-57.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -3.6% | -14.3% | +10.7% | +2.6% |
| 30D | -1.8% | -10.0% | +8.1% | +2.0% |
| 3M | +7.8% | -10.9% | +18.7% | +12.4% |
| 6M | +9.1% | -12.0% | +21.1% | +14.3% |
| YTD | +7.7% | +2.5% | +5.2% | +5.3% |
| 1Y | +20.4% | +10.7% | +9.7% | +13.6% |
| 3Y | +30.8% | +53.3% | -22.5% | +5.9% |
| All | +35.5% | +92.9% | -57.5% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling