+28.4%
XLY vs NVS
+92.9%
-64.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.7% | -14.3% | +12.6% | +1.4% |
| 30D | -4.2% | -10.0% | +5.8% | -2.4% |
| 3M | -2.7% | -10.9% | +8.2% | -0.8% |
| 6M | -0.6% | -12.0% | +11.3% | +1.5% |
| YTD | -5.0% | +2.5% | -7.5% | -6.7% |
| 1Y | -4.1% | +10.7% | -14.8% | -7.7% |
| 3Y | +33.6% | +53.3% | -19.7% | +15.3% |
| All | +28.4% | +92.9% | -64.5% | -0.9% |
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