+257.2%
XOM vs NVS
+92.9%
+164.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | -14.3% | +18.4% | +6.2% |
| 30D | +4.6% | -10.0% | +14.5% | +5.8% |
| 3M | +14.0% | -10.9% | +24.8% | +15.4% |
| 6M | +11.0% | -12.0% | +22.9% | +12.6% |
| YTD | +40.7% | +2.5% | +38.2% | +38.0% |
| 1Y | +52.3% | +10.7% | +41.6% | +46.8% |
| 3Y | +60.5% | +53.3% | +7.2% | +41.5% |
| All | +257.2% | +92.9% | +164.3% | +196.1% |
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