-65.0%
FIS vs NVS
+92.9%
-157.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.9% | -14.3% | +6.4% | -2.3% |
| 30D | -8.0% | -10.0% | +2.0% | -4.5% |
| 3M | +0.6% | -10.9% | +11.5% | +4.7% |
| 6M | -22.2% | -12.0% | -10.2% | -18.8% |
| YTD | -40.8% | +2.5% | -43.3% | -42.6% |
| 1Y | -41.5% | +10.7% | -52.2% | -45.4% |
| 3Y | -25.5% | +53.3% | -78.8% | -41.3% |
| All | -65.0% | +92.9% | -157.9% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling