+602.8%
FICO vs NVS
+175.1%
+427.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.9% | +14.0% | +7.4% |
| 7D | -15.4% | -14.6% | -0.8% | -8.7% |
| 30D | -10.4% | -11.9% | +1.5% | -5.1% |
| 3M | -22.7% | -6.0% | -16.7% | -21.2% |
| 6M | -36.8% | -11.4% | -25.4% | -33.6% |
| YTD | -44.8% | +2.9% | -47.7% | -47.1% |
| 1Y | -39.3% | +10.2% | -49.6% | -44.4% |
| 3Y | +3.7% | +55.3% | -51.6% | -26.2% |
| 5Y | +101.7% | +89.6% | +12.1% | +20.6% |
| 10Y | +602.8% | +176.1% | +426.7% | +271.6% |
| All | +602.8% | +175.1% | +427.7% | +271.6% |
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 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