+39.9%
XOP vs NVS
+54.2%
-14.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.1% |
| 7D | +2.6% | -14.3% | +16.9% | +3.1% |
| 30D | +9.6% | -10.0% | +19.6% | +9.7% |
| 3M | +20.4% | -10.9% | +31.2% | +20.5% |
| 6M | +19.9% | -12.0% | +31.9% | +20.5% |
| YTD | +56.4% | +2.5% | +53.9% | +52.8% |
| 1Y | +52.4% | +10.7% | +41.8% | +46.9% |
| 3Y | +39.9% | +53.3% | -13.4% | +26.2% |
| All | +39.9% | +54.2% | -14.3% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling