+192.9%
XOM vs NVS
+179.5%
+13.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -14.3% | +18.4% | +9.0% |
| 30D | +4.6% | -10.0% | +14.5% | +7.5% |
| 3M | +14.0% | -10.9% | +24.8% | +17.4% |
| 6M | +11.0% | -12.0% | +22.9% | +14.3% |
| YTD | +40.7% | +2.5% | +38.2% | +36.2% |
| 1Y | +52.3% | +10.7% | +41.6% | +42.5% |
| 3Y | +60.5% | +53.3% | +7.2% | +28.3% |
| 5Y | +266.4% | +93.6% | +172.8% | +156.0% |
| All | +192.9% | +179.5% | +13.4% | +84.9% |
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 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