-24.1%
FICO vs NVS
+93.3%
-117.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +3.3% | +13.4% | -10.1% | +1.1% |
| 3M | -31.7% | +5.4% | -37.1% | -32.4% |
| 6M | -34.0% | +9.6% | -43.5% | -35.0% |
| YTD | -58.3% | +21.5% | -79.8% | -59.8% |
| 1Y | -57.9% | +32.3% | -90.3% | -60.1% |
| 3Y | -24.1% | +92.9% | -117.0% | -32.4% |
| All | -24.1% | +93.3% | -117.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling