+50.9%
XYZ vs NVS
+55.0%
-4.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.7% | -2.0% |
| 7D | +2.9% | -14.6% | +17.5% | +4.2% |
| 30D | +1.4% | -11.9% | +13.3% | +2.6% |
| 3M | +14.6% | -6.0% | +20.5% | +15.3% |
| 6M | +20.8% | -11.4% | +32.1% | +22.0% |
| YTD | +23.1% | +2.9% | +20.1% | +23.8% |
| 1Y | +5.6% | +10.2% | -4.6% | +6.1% |
| 3Y | +50.9% | +55.3% | -4.4% | +48.9% |
| All | +50.9% | +55.0% | -4.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling