-41.2%
FIS vs NVS
+179.5%
-220.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -9.0% | -14.3% | +5.3% | -2.1% |
| 30D | -9.0% | -10.0% | +0.9% | -4.8% |
| 3M | -0.5% | -10.9% | +10.3% | +4.4% |
| 6M | -23.1% | -12.0% | -11.1% | -19.1% |
| YTD | -41.5% | +2.5% | -44.0% | -43.5% |
| 1Y | -42.2% | +10.7% | -52.9% | -46.6% |
| 3Y | -26.3% | +53.3% | -79.6% | -44.2% |
| 5Y | -65.2% | +93.6% | -158.8% | -77.5% |
| All | -41.2% | +179.5% | -220.8% | -65.6% |
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 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