+5,813.9%
FAST vs NVS
+1,269.4%
+4,544.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | -0.4% | +4.0% | -4.4% | -2.3% |
| 30D | -0.8% | +3.6% | -4.4% | -2.6% |
| 3M | +5.8% | +7.8% | -2.1% | +1.7% |
| 6M | +8.0% | -0.2% | +8.2% | +7.4% |
| YTD | +25.6% | +19.6% | +6.1% | +15.0% |
| 1Y | +0.8% | +28.4% | -27.6% | -10.9% |
| 3Y | +86.1% | +76.2% | +9.9% | +40.2% |
| 5Y | +100.2% | +111.1% | -10.9% | +36.9% |
| 10Y | +494.2% | +224.3% | +269.9% | +229.4% |
| All | +5,813.9% | +1,269.4% | +4,544.6% | +1,826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling