+163.4%
XOP vs NVS
+92.5%
+70.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.6% | -15.7% | +17.3% | +4.0% |
| 30D | +9.6% | -11.1% | +20.7% | +11.0% |
| 3M | +16.9% | -7.2% | +24.1% | +17.4% |
| 6M | +24.0% | -12.3% | +36.4% | +25.9% |
| YTD | +56.2% | +2.8% | +53.4% | +51.7% |
| 1Y | +51.8% | +11.9% | +39.8% | +43.9% |
| 3Y | +37.0% | +55.1% | -18.1% | +15.9% |
| 5Y | +163.4% | +94.1% | +69.3% | +104.0% |
| All | +163.4% | +92.5% | +70.9% | +104.0% |
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