+6,567.9%
FICO vs NVS
+1,291.3%
+5,276.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | +3.3% | +13.4% | -10.1% | -2.4% |
| 3M | -31.7% | +5.4% | -37.1% | -33.9% |
| 6M | -34.0% | +9.6% | -43.5% | -37.4% |
| YTD | -58.3% | +21.5% | -79.8% | -62.4% |
| 1Y | -57.9% | +32.3% | -90.3% | -63.5% |
| 3Y | -24.1% | +92.9% | -117.0% | -45.5% |
| 5Y | +85.3% | +134.3% | -49.0% | +20.1% |
| 10Y | +520.3% | +272.3% | +248.0% | +236.3% |
| All | +6,567.9% | +1,291.3% | +5,276.6% | +2,456.3% |
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