+7.2%
XYZ vs NVS
+11.3%
-4.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.2% | -15.7% | +10.5% | -2.9% |
| 30D | 0.0% | -11.1% | +11.1% | +1.9% |
| 3M | +18.7% | -7.2% | +25.9% | +19.8% |
| 6M | +20.5% | -12.3% | +32.9% | +22.9% |
| YTD | +21.5% | +2.8% | +18.7% | +22.6% |
| 1Y | +7.2% | +11.9% | -4.7% | +8.9% |
| All | +7.2% | +11.3% | -4.1% | +8.9% |
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