-79.9%
FIG vs NVS
+22.2%
-102.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -3.8% | -14.3% | +10.5% | -4.4% |
| 30D | -2.3% | -10.0% | +7.6% | -2.0% |
| 3M | +20.0% | -10.9% | +30.8% | +20.4% |
| 6M | -16.7% | -12.0% | -4.7% | -16.3% |
| YTD | -37.9% | +2.5% | -40.4% | -35.8% |
| 1Y | -58.5% | +10.7% | -69.2% | -56.3% |
| All | -79.9% | +22.2% | -102.1% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling