+5,138.6%
FFIV vs NVS
+813.7%
+4,324.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.9% | +13.7% | +5.6% |
| 7D | -1.5% | -14.6% | +13.1% | +4.5% |
| 30D | -2.7% | -11.9% | +9.3% | +1.6% |
| 3M | -1.7% | -6.0% | +4.3% | -0.8% |
| 6M | +36.1% | -11.4% | +47.5% | +40.4% |
| YTD | +52.6% | +2.9% | +49.7% | +46.6% |
| 1Y | +21.5% | +10.2% | +11.3% | +13.0% |
| 3Y | +142.7% | +55.3% | +87.4% | +88.8% |
| 5Y | +92.6% | +89.6% | +3.0% | +34.3% |
| 10Y | +225.5% | +176.1% | +49.4% | +84.9% |
| All | +5,138.6% | +813.7% | +4,324.9% | +1,918.4% |
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