+546.3%
FITB vs NVS
+1,078.6%
-532.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.3% | +6.9% |
| 7D | +2.8% | -14.6% | +17.4% | +11.1% |
| 30D | -4.5% | -11.9% | +7.4% | +1.0% |
| 3M | +5.7% | -6.0% | +11.6% | +7.4% |
| 6M | +17.1% | -11.4% | +28.5% | +22.9% |
| YTD | +18.3% | +2.9% | +15.4% | +13.9% |
| 1Y | +23.9% | +10.2% | +13.7% | +14.2% |
| 3Y | +131.1% | +55.3% | +75.8% | +71.6% |
| 5Y | +71.1% | +89.6% | -18.5% | +11.6% |
| 10Y | +283.9% | +176.1% | +107.8% | +99.5% |
| All | +546.3% | +1,078.6% | -532.3% | +86.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling