+46.5%
F vs NVS
+88.8%
-42.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -13.9% | +9.7% | +1.2% |
| 7D | +1.2% | -14.6% | +15.8% | +7.2% |
| 30D | +1.2% | -11.9% | +13.1% | +5.8% |
| 3M | -5.7% | -6.0% | +0.3% | -4.3% |
| 6M | +17.9% | -11.4% | +29.3% | +22.6% |
| YTD | +10.4% | +2.9% | +7.5% | +8.3% |
| 1Y | +25.3% | +10.2% | +15.1% | +19.4% |
| 3Y | +37.5% | +55.3% | -17.9% | +11.5% |
| 5Y | +46.5% | +89.6% | -43.1% | +4.4% |
| All | +46.5% | +88.8% | -42.3% | +4.4% |
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