+531.6%
FICO vs NVS
+257.6%
+274.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.9% |
| 30D | +8.4% | +13.9% | -5.5% | +1.0% |
| 3M | -30.5% | +4.7% | -35.2% | -33.0% |
| 6M | -35.7% | +12.1% | -47.8% | -40.6% |
| YTD | -57.2% | +22.3% | -79.5% | -62.7% |
| 1Y | -58.4% | +33.5% | -91.9% | -65.6% |
| 3Y | -24.8% | +94.7% | -119.6% | -53.1% |
| 5Y | +79.3% | +137.6% | -58.3% | -6.9% |
| 10Y | +531.6% | +254.5% | +277.2% | +184.4% |
| All | +531.6% | +257.6% | +274.1% | +184.4% |
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 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