+2,263.3%
FDX vs NVS
+1,271.6%
+991.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | +9.9% | +12.5% | -2.6% | +4.6% |
| 3M | -1.9% | +5.2% | -7.1% | -4.7% |
| 6M | +6.1% | +8.2% | -2.1% | +1.6% |
| YTD | +38.8% | +19.8% | +19.0% | +27.3% |
| 1Y | +50.0% | +24.8% | +25.2% | +35.0% |
| 3Y | +71.0% | +90.0% | -19.0% | +26.6% |
| 5Y | +72.5% | +134.3% | -61.8% | +14.9% |
| 10Y | +153.1% | +250.8% | -97.7% | +41.5% |
| All | +2,263.3% | +1,271.6% | +991.7% | +729.4% |
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