+8,722.9%
FICO vs NVS
+1,269.4%
+7,453.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.9% | -14.8% | -15.8% |
| 7D | -19.2% | +4.0% | -23.2% | -20.6% |
| 30D | -14.6% | +3.6% | -18.2% | -16.0% |
| 3M | -20.1% | +7.8% | -27.9% | -22.9% |
| 6M | -36.3% | -0.2% | -36.1% | -36.6% |
| YTD | -44.9% | +19.6% | -64.4% | -49.5% |
| 1Y | -38.6% | +28.4% | -67.0% | -45.6% |
| 3Y | +4.0% | +76.2% | -72.2% | -21.8% |
| 5Y | +99.5% | +111.1% | -11.5% | +36.8% |
| 10Y | +604.7% | +224.3% | +380.4% | +307.4% |
| All | +8,722.9% | +1,269.4% | +7,453.6% | +3,336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling