+107.2%
FAST vs NVS
+113.6%
-6.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | -0.4% | +4.0% | -4.4% | -1.6% |
| 30D | -0.8% | +3.6% | -4.4% | -1.9% |
| 3M | +5.8% | +7.8% | -2.1% | +3.1% |
| 6M | +8.0% | -0.2% | +8.2% | +7.6% |
| YTD | +25.6% | +19.6% | +6.1% | +18.6% |
| 1Y | +0.8% | +28.4% | -27.6% | -7.0% |
| 3Y | +86.1% | +76.2% | +9.9% | +55.1% |
| All | +107.2% | +113.6% | -6.4% | +56.8% |
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