+246.7%
FFIV vs NVS
+179.5%
+67.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | +5.4% | -14.3% | +19.7% | +9.7% |
| 30D | -2.7% | -10.0% | +7.3% | -0.5% |
| 3M | +4.5% | -10.9% | +15.4% | +6.9% |
| 6M | +42.2% | -12.0% | +54.2% | +45.6% |
| YTD | +61.3% | +2.5% | +58.8% | +55.8% |
| 1Y | +23.0% | +10.7% | +12.4% | +15.5% |
| 3Y | +156.3% | +53.3% | +103.0% | +108.1% |
| 5Y | +102.9% | +93.6% | +9.3% | +46.3% |
| All | +246.7% | +179.5% | +67.1% | +128.5% |
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