+555.9%
XYZ vs NVS
+201.1%
+354.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | -2.2% | -2.8% | +0.6% | -0.3% |
| 30D | +11.6% | +11.5% | +0.1% | +4.4% |
| 3M | +8.4% | +3.7% | +4.7% | +4.6% |
| 6M | +17.2% | +10.4% | +6.8% | +7.3% |
| YTD | +31.7% | +19.8% | +11.9% | +13.3% |
| 1Y | +30.1% | +26.6% | +3.5% | +7.2% |
| 3Y | +66.4% | +90.1% | -23.7% | -6.6% |
| 5Y | -62.2% | +133.4% | -195.5% | -82.5% |
| 10Y | +621.5% | +251.0% | +370.6% | +157.1% |
| All | +555.9% | +201.1% | +354.8% | +143.3% |
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