-61.6%
XYZ vs NVS
+135.9%
-197.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +14.9% | +1.3% | +13.6% | +14.4% |
| 30D | +14.7% | +13.9% | +0.8% | +9.0% |
| 3M | +12.1% | +4.7% | +7.4% | +9.4% |
| 6M | +18.3% | +12.1% | +6.2% | +11.3% |
| YTD | +36.1% | +22.3% | +13.7% | +22.4% |
| 1Y | +35.3% | +33.5% | +1.8% | +16.3% |
| 3Y | +73.5% | +94.7% | -21.3% | +6.9% |
| 5Y | -61.6% | +137.6% | -199.2% | -81.5% |
| All | -61.6% | +135.9% | -197.5% | -81.5% |
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