-37.2%
FICO vs NVS
+11.3%
-48.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -14.1% | -15.7% | +1.6% | -11.4% |
| 30D | -7.5% | -11.1% | +3.6% | -5.5% |
| 3M | -21.3% | -7.2% | -14.1% | -19.9% |
| 6M | -25.2% | -12.3% | -12.9% | -22.6% |
| YTD | -43.2% | +2.8% | -45.9% | -44.4% |
| 1Y | -37.2% | +11.9% | -49.2% | -40.6% |
| All | -37.2% | +11.3% | -48.5% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling