+533.2%
XYZ vs NVS
+200.4%
+332.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | -1.0% | +4.0% | -5.0% | -3.9% |
| 30D | -1.7% | +3.6% | -5.3% | -4.5% |
| 3M | +16.7% | +7.8% | +8.9% | +9.7% |
| 6M | +26.9% | -0.2% | +27.0% | +25.3% |
| YTD | +27.1% | +19.6% | +7.6% | +10.2% |
| 1Y | +9.3% | +28.4% | -19.1% | -10.6% |
| 3Y | +42.3% | +76.2% | -33.9% | -14.2% |
| 5Y | -69.3% | +111.1% | -180.4% | -84.4% |
| 10Y | +586.8% | +224.3% | +362.6% | +160.6% |
| All | +533.2% | +200.4% | +332.8% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling