+0.8%
FAST vs NVS
+27.7%
-26.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -0.4% | +4.0% | -4.4% | -1.4% |
| 30D | -0.8% | +3.6% | -4.4% | -1.8% |
| 3M | +5.8% | +7.8% | -2.1% | +3.3% |
| 6M | +8.0% | -0.2% | +8.2% | +6.9% |
| YTD | +25.6% | +19.6% | +6.1% | +19.3% |
| 1Y | +0.8% | +28.4% | -27.6% | -5.5% |
| All | +0.8% | +27.7% | -26.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling