+4.7%
FAST vs NVS
+10.4%
-5.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.9% | +13.5% | +2.3% |
| 7D | +1.3% | -14.6% | +15.9% | +4.2% |
| 30D | -4.7% | -11.9% | +7.2% | -2.8% |
| 3M | +7.9% | -6.0% | +13.9% | +7.7% |
| 6M | +7.4% | -11.4% | +18.8% | +8.7% |
| YTD | +25.1% | +2.9% | +22.2% | +21.4% |
| 1Y | +4.7% | +10.2% | -5.5% | 0.0% |
| All | +4.7% | +10.4% | -5.7% | 0.0% |
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 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