+10.9%
FE vs NVS
+10.4%
+0.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | -15.4% | +15.2% | +1.8% |
| 30D | -1.2% | -12.3% | +11.1% | +0.2% |
| 3M | +1.7% | -7.8% | +9.5% | +2.2% |
| 6M | -7.5% | -13.0% | +5.5% | -6.1% |
| YTD | +6.3% | +2.8% | +3.6% | +6.1% |
| 1Y | +10.9% | +10.6% | +0.2% | +9.9% |
| All | +10.9% | +10.4% | +0.5% | +9.9% |
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