+524.1%
FAST vs NVS
+177.6%
+346.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.8% | -15.4% | +17.2% | +8.4% |
| 30D | -6.4% | -12.3% | +5.9% | -2.1% |
| 3M | +5.3% | -7.8% | +13.1% | +7.6% |
| 6M | +5.4% | -13.0% | +18.4% | +10.4% |
| YTD | +23.6% | +2.8% | +20.8% | +19.8% |
| 1Y | +4.1% | +10.6% | -6.6% | -2.7% |
| 3Y | +92.4% | +55.1% | +37.3% | +50.7% |
| 5Y | +106.1% | +91.7% | +14.4% | +41.2% |
| 10Y | +524.1% | +181.2% | +342.9% | +269.0% |
| All | +524.1% | +177.6% | +346.5% | +269.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling