-52.4%
FIS vs NVS
+260.1%
-312.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | -16.7% | +9.3% | -26.0% | -20.9% |
| 3M | -32.3% | +5.8% | -38.1% | -35.1% |
| 6M | -29.1% | +7.2% | -36.2% | -32.7% |
| YTD | -54.1% | +20.0% | -74.1% | -59.4% |
| 1Y | -53.7% | +25.4% | -79.1% | -60.0% |
| 3Y | -38.8% | +89.2% | -128.1% | -58.9% |
| 5Y | -71.1% | +134.6% | -205.7% | -83.3% |
| All | -52.4% | +260.1% | -312.5% | -75.2% |
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