+1,106.7%
XLY vs NVS
+605.6%
+501.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.7% | -14.3% | +12.6% | +4.1% |
| 30D | -4.2% | -10.0% | +5.8% | -0.8% |
| 3M | -2.7% | -10.9% | +8.2% | +0.8% |
| 6M | -0.6% | -12.0% | +11.3% | +3.4% |
| YTD | -5.0% | +2.5% | -7.5% | -7.5% |
| 1Y | -4.1% | +10.7% | -14.8% | -9.8% |
| 3Y | +33.6% | +53.3% | -19.7% | +7.4% |
| 5Y | +28.7% | +93.6% | -64.9% | -7.8% |
| 10Y | +219.6% | +180.6% | +39.1% | +93.0% |
| All | +1,106.7% | +605.6% | +501.2% | +366.7% |
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