+85.6%
XOP vs NVS
+502.8%
-417.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.9% | +15.6% | +10.3% |
| 7D | +0.6% | -14.6% | +15.2% | +9.7% |
| 30D | +16.5% | -11.9% | +28.4% | +24.1% |
| 3M | +15.7% | -6.0% | +21.7% | +17.4% |
| 6M | +19.2% | -11.4% | +30.6% | +24.3% |
| YTD | +55.0% | +2.9% | +52.0% | +45.4% |
| 1Y | +54.2% | +10.2% | +43.9% | +37.3% |
| 3Y | +35.9% | +55.3% | -19.4% | -8.2% |
| 5Y | +162.4% | +89.6% | +72.8% | +48.4% |
| 10Y | +50.2% | +176.1% | -125.9% | -38.1% |
| All | +85.6% | +502.8% | -417.2% | -63.1% |
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 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