+4,170.8%
FFIV vs NVS
+963.3%
+3,207.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | -33.3% | +12.5% | -45.8% | -36.6% |
| 3M | -24.9% | +5.2% | -30.1% | -27.4% |
| 6M | -10.5% | +8.2% | -18.7% | -15.2% |
| YTD | +24.4% | +19.8% | +4.7% | +11.9% |
| 1Y | +32.3% | +24.8% | +7.4% | +16.6% |
| 3Y | +99.7% | +90.0% | +9.7% | +42.1% |
| 5Y | +38.4% | +134.3% | -95.8% | -12.0% |
| 10Y | +125.0% | +250.8% | -125.8% | +14.8% |
| All | +4,170.8% | +963.3% | +3,207.5% | +1,440.6% |
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 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