-80.8%
FIG vs NVS
+22.4%
-103.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -12.2% | -15.7% | +3.5% | -13.1% |
| 30D | -11.0% | -11.1% | +0.1% | -11.0% |
| 3M | +11.9% | -7.2% | +19.1% | +13.4% |
| 6M | -21.9% | -12.3% | -9.6% | -21.6% |
| YTD | -40.8% | +2.8% | -43.5% | -38.7% |
| 1Y | -56.6% | +11.9% | -68.6% | -53.7% |
| All | -80.8% | +22.4% | -103.3% | -72.7% |
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