-28.9%
FICO vs NVS
+90.8%
-119.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | -1.3% | +3.5% | +2.4% |
| 30D | +0.1% | +9.3% | -9.2% | -1.5% |
| 3M | -35.2% | +5.8% | -40.9% | -35.9% |
| 6M | -32.4% | +7.2% | -39.5% | -33.2% |
| YTD | -57.4% | +20.0% | -77.4% | -58.8% |
| 1Y | -58.5% | +25.4% | -83.9% | -60.3% |
| 3Y | -28.9% | +89.2% | -118.1% | -37.5% |
| All | -28.9% | +90.8% | -119.7% | -37.5% |
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