+117.8%
FFIV vs NVS
+260.1%
-142.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -0.5% | -1.3% | +0.7% | -0.2% |
| 30D | -32.4% | +9.3% | -41.7% | -34.1% |
| 3M | -25.7% | +5.8% | -31.5% | -27.4% |
| 6M | -13.5% | +7.2% | -20.7% | -16.3% |
| YTD | +21.1% | +20.0% | +1.2% | +11.8% |
| 1Y | +29.4% | +25.4% | +4.0% | +17.4% |
| 3Y | +94.9% | +89.2% | +5.7% | +47.6% |
| 5Y | +34.7% | +134.6% | -99.9% | -8.8% |
| All | +117.8% | +260.1% | -142.3% | +28.6% |
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