-2.5%
XRT vs NVS
+11.3%
-13.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.6% | -15.7% | +12.1% | 0.0% |
| 30D | -6.7% | -11.1% | +4.4% | -4.6% |
| 3M | -1.4% | -7.2% | +5.8% | -0.6% |
| 6M | +1.7% | -12.3% | +14.0% | +4.0% |
| YTD | -1.5% | +2.8% | -4.2% | -3.9% |
| 1Y | -2.5% | +11.9% | -14.4% | -7.8% |
| All | -2.5% | +11.3% | -13.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling