+62.8%
FDX vs NVS
+55.0%
+7.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.9% | +11.3% | +0.8% |
| 7D | -3.3% | -14.6% | +11.3% | +0.2% |
| 30D | -1.4% | -11.9% | +10.5% | +1.3% |
| 3M | -4.5% | -6.0% | +1.4% | -3.7% |
| 6M | +9.4% | -11.4% | +20.8% | +11.9% |
| YTD | +36.0% | +2.9% | +33.1% | +34.6% |
| 1Y | +75.5% | +10.2% | +65.3% | +71.1% |
| 3Y | +62.8% | +55.3% | +7.5% | +44.0% |
| All | +62.8% | +55.0% | +7.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling