+33.8%
FFIV vs NVS
+134.2%
-100.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -0.5% | -1.3% | +0.7% | -0.4% |
| 30D | -32.4% | +9.3% | -41.7% | -33.1% |
| 3M | -25.7% | +5.8% | -31.5% | -26.4% |
| 6M | -13.5% | +7.2% | -20.7% | -14.9% |
| YTD | +21.1% | +20.0% | +1.2% | +15.3% |
| 1Y | +29.4% | +25.4% | +4.0% | +21.7% |
| 3Y | +94.9% | +89.2% | +5.7% | +59.0% |
| All | +33.8% | +134.2% | -100.4% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling