+101.7%
FICO vs NVS
+88.8%
+12.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.9% | +14.0% | +3.9% |
| 7D | -15.4% | -14.6% | -0.8% | -11.9% |
| 30D | -10.4% | -11.9% | +1.5% | -7.6% |
| 3M | -22.7% | -6.0% | -16.7% | -21.7% |
| 6M | -36.8% | -11.4% | -25.4% | -34.9% |
| YTD | -44.8% | +2.9% | -47.7% | -45.9% |
| 1Y | -39.3% | +10.2% | -49.6% | -41.9% |
| 3Y | +3.7% | +55.3% | -51.6% | -14.0% |
| 5Y | +101.7% | +89.6% | +12.1% | +46.6% |
| All | +101.7% | +88.8% | +12.9% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling