+351.3%
FERG vs NVS
+179.5%
+171.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.6% | -14.3% | +11.7% | +0.4% |
| 30D | -8.9% | -10.0% | +1.1% | -7.3% |
| 3M | -2.0% | -10.9% | +8.8% | -0.2% |
| 6M | -3.2% | -12.0% | +8.8% | -1.1% |
| YTD | +1.5% | +2.5% | -1.0% | +0.3% |
| 1Y | +0.5% | +10.7% | -10.2% | -2.4% |
| 3Y | +50.4% | +53.3% | -2.9% | +36.0% |
| 5Y | +68.7% | +93.6% | -24.9% | +45.2% |
| All | +351.3% | +179.5% | +171.8% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling