+577.6%
XYZ vs NVS
+207.4%
+370.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +14.9% | +1.3% | +13.6% | +14.2% |
| 30D | +14.7% | +13.9% | +0.8% | +5.8% |
| 3M | +12.1% | +4.7% | +7.4% | +7.5% |
| 6M | +18.3% | +12.1% | +6.2% | +7.4% |
| YTD | +36.1% | +22.3% | +13.7% | +15.5% |
| 1Y | +35.3% | +33.5% | +1.8% | +7.5% |
| 3Y | +73.5% | +94.7% | -21.3% | -4.2% |
| 5Y | -61.6% | +137.6% | -199.2% | -82.4% |
| 10Y | +638.0% | +254.5% | +383.5% | +161.2% |
| All | +577.6% | +207.4% | +370.2% | +148.1% |
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