+6,439.5%
FAST vs NVS
+1,301.1%
+5,138.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +3.8% | +1.3% | +2.5% | +3.2% |
| 30D | +8.1% | +13.9% | -5.8% | +2.0% |
| 3M | +5.8% | +4.7% | +1.1% | +2.6% |
| 6M | +24.9% | +12.1% | +12.8% | +17.0% |
| YTD | +38.9% | +22.3% | +16.6% | +24.9% |
| 1Y | +36.5% | +33.5% | +3.0% | +17.8% |
| 3Y | +98.1% | +94.7% | +3.4% | +41.8% |
| 5Y | +109.3% | +137.6% | -28.2% | +34.5% |
| 10Y | +547.9% | +254.5% | +293.4% | +242.5% |
| All | +6,439.5% | +1,301.1% | +5,138.5% | +1,991.6% |
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