+73.7%
FDX vs NVS
+11.3%
+62.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.9% | -15.7% | +11.8% | +0.8% |
| 30D | -3.3% | -11.1% | +7.8% | -0.5% |
| 3M | -2.0% | -7.2% | +5.2% | -1.1% |
| 6M | +8.0% | -12.3% | +20.4% | +10.9% |
| YTD | +35.0% | +2.8% | +32.3% | +32.3% |
| 1Y | +73.7% | +11.9% | +61.7% | +66.4% |
| All | +73.7% | +11.3% | +62.4% | +66.4% |
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