+2,277.8%
FDX vs NVS
+1,269.4%
+1,008.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -2.5% | +4.0% | -6.5% | -4.3% |
| 30D | +3.8% | +3.6% | +0.2% | +2.0% |
| 3M | -1.3% | +7.8% | -9.1% | -4.8% |
| 6M | +5.0% | -0.2% | +5.2% | +4.6% |
| YTD | +39.6% | +19.6% | +20.1% | +28.8% |
| 1Y | +81.1% | +28.4% | +52.8% | +61.8% |
| 3Y | +63.0% | +76.2% | -13.2% | +25.2% |
| 5Y | +65.6% | +111.1% | -45.5% | +16.1% |
| 10Y | +183.4% | +224.3% | -40.9% | +64.3% |
| All | +2,277.8% | +1,269.4% | +1,008.4% | +739.4% |
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 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