+64.4%
FDX vs NVS
+88.8%
-24.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.9% | +11.3% | +1.2% |
| 7D | -3.3% | -14.6% | +11.3% | +0.7% |
| 30D | -1.4% | -11.9% | +10.5% | +1.7% |
| 3M | -4.5% | -6.0% | +1.4% | -3.5% |
| 6M | +9.4% | -11.4% | +20.8% | +12.3% |
| YTD | +36.0% | +2.9% | +33.1% | +34.0% |
| 1Y | +75.5% | +10.2% | +65.3% | +69.6% |
| 3Y | +62.8% | +55.3% | +7.5% | +40.9% |
| 5Y | +64.4% | +89.6% | -25.2% | +25.1% |
| All | +64.4% | +88.8% | -24.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling