+1,315.5%
FERG vs NVS
+444.5%
+871.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.9% | -15.4% | +16.3% | +3.5% |
| 30D | -15.1% | -12.3% | -2.7% | -13.4% |
| 3M | -4.8% | -7.8% | +3.0% | -4.0% |
| 6M | -2.5% | -13.0% | +10.5% | -0.6% |
| YTD | +1.8% | +2.8% | -0.9% | +0.9% |
| 1Y | -0.3% | +10.6% | -11.0% | -2.4% |
| 3Y | +52.9% | +55.1% | -2.1% | +41.6% |
| 5Y | +69.3% | +91.7% | -22.4% | +51.7% |
| 10Y | +352.7% | +181.2% | +171.5% | +293.4% |
| All | +1,315.5% | +444.5% | +871.0% | +1,028.0% |
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