+376.5%
FIS vs NVS
+1,001.0%
-624.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | +1.1% | +4.0% | -2.9% | -0.9% |
| 30D | -2.2% | +3.6% | -5.8% | -4.1% |
| 3M | +2.1% | +7.8% | -5.7% | -2.0% |
| 6M | -14.7% | -0.2% | -14.5% | -15.3% |
| YTD | -35.7% | +19.6% | -55.3% | -41.7% |
| 1Y | -37.1% | +28.4% | -65.4% | -45.0% |
| 3Y | -20.0% | +76.2% | -96.2% | -40.9% |
| 5Y | -62.1% | +111.1% | -173.2% | -74.7% |
| 10Y | -37.4% | +224.3% | -261.6% | -66.1% |
| All | +376.5% | +1,001.0% | -624.5% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling