-68.6%
XYZ vs NVS
+88.8%
-157.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.7% | +2.4% |
| 7D | +2.9% | -14.6% | +17.5% | +9.1% |
| 30D | +1.4% | -11.9% | +13.3% | +6.0% |
| 3M | +14.6% | -6.0% | +20.5% | +15.8% |
| 6M | +20.8% | -11.4% | +32.1% | +25.3% |
| YTD | +23.1% | +2.9% | +20.1% | +18.6% |
| 1Y | +5.6% | +10.2% | -4.6% | -1.9% |
| 3Y | +50.9% | +55.3% | -4.4% | +5.8% |
| 5Y | -68.6% | +89.6% | -158.2% | -84.0% |
| All | -68.6% | +88.8% | -157.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling