-57.6%
FISV vs NVS
+54.2%
-111.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -2.7% | -14.3% | +11.6% | +0.6% |
| 30D | 0.0% | -10.0% | +10.0% | +2.2% |
| 3M | -2.8% | -10.9% | +8.1% | -0.5% |
| 6M | -11.8% | -12.0% | +0.1% | -9.6% |
| YTD | -23.2% | +2.5% | -25.7% | -24.4% |
| 1Y | -62.0% | +10.7% | -72.7% | -63.3% |
| 3Y | -57.6% | +53.3% | -110.9% | -61.5% |
| All | -57.6% | +54.2% | -111.8% | -61.5% |
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