+4.6%
FE vs NVS
+28.3%
-23.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -0.4% | -2.8% | +2.4% | -0.1% |
| 30D | +3.6% | +11.5% | -7.9% | +2.3% |
| 3M | +0.3% | +3.7% | -3.4% | -0.4% |
| 6M | +6.4% | +10.4% | -4.0% | +4.7% |
| YTD | +8.1% | +19.8% | -11.7% | +6.8% |
| 1Y | +4.6% | +26.6% | -22.0% | +3.7% |
| All | +4.6% | +28.3% | -23.7% | +3.7% |
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