+29.4%
FFIV vs NVS
+25.4%
+4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.6% |
| 7D | -0.5% | -1.3% | +0.7% | -0.8% |
| 30D | -32.4% | +9.3% | -41.7% | -31.2% |
| 3M | -25.7% | +5.8% | -31.5% | -24.1% |
| 6M | -13.5% | +7.2% | -20.7% | -11.5% |
| YTD | +21.1% | +20.0% | +1.2% | +21.9% |
| 1Y | +29.4% | +25.4% | +4.0% | +27.9% |
| All | +29.4% | +25.4% | +4.0% | +27.9% |
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