+177.0%
FDX vs NVS
+180.2%
-3.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.9% | -15.7% | +11.8% | +2.8% |
| 30D | -3.3% | -11.1% | +7.8% | +0.8% |
| 3M | -2.0% | -7.2% | +5.2% | +0.1% |
| 6M | +8.0% | -12.3% | +20.4% | +13.0% |
| YTD | +35.0% | +2.8% | +32.3% | +31.6% |
| 1Y | +73.7% | +11.9% | +61.7% | +62.7% |
| 3Y | +61.6% | +55.1% | +6.5% | +27.5% |
| 5Y | +65.4% | +94.1% | -28.7% | +13.4% |
| All | +177.0% | +180.2% | -3.2% | +76.0% |
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