-2.3%
FERG vs NVS
+27.7%
-30.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.8% |
| 7D | 0.0% | +4.0% | -4.1% | -1.1% |
| 30D | -10.2% | +3.6% | -13.8% | -11.1% |
| 3M | -0.6% | +7.8% | -8.4% | -3.5% |
| 6M | -6.5% | -0.2% | -6.4% | -6.7% |
| YTD | +4.2% | +19.6% | -15.4% | -1.5% |
| 1Y | -2.3% | +28.4% | -30.6% | -10.3% |
| All | -2.3% | +27.7% | -30.0% | -10.3% |
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