+634.6%
XYZ vs NVS
+256.0%
+378.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +12.6% | +2.5% | +10.1% | +11.1% |
| 30D | +10.8% | +13.6% | -2.8% | +2.4% |
| 3M | +8.4% | +4.1% | +4.2% | +4.3% |
| 6M | +14.3% | +11.8% | +2.5% | +3.8% |
| YTD | +31.5% | +22.0% | +9.5% | +11.6% |
| 1Y | +28.1% | +32.3% | -4.1% | +2.1% |
| 3Y | +66.2% | +93.6% | -27.4% | -9.2% |
| 5Y | -62.3% | +136.7% | -199.0% | -83.2% |
| 10Y | +634.6% | +254.6% | +380.0% | +159.1% |
| All | +634.6% | +256.0% | +378.6% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling