+69.8%
FITB vs NVS
+92.5%
-22.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.0% | -15.7% | +14.7% | +4.2% |
| 30D | -5.5% | -11.1% | +5.6% | -2.6% |
| 3M | +4.1% | -7.2% | +11.3% | +5.3% |
| 6M | +18.7% | -12.3% | +31.1% | +22.6% |
| YTD | +18.2% | +2.8% | +15.4% | +14.7% |
| 1Y | +23.7% | +11.9% | +11.7% | +15.9% |
| 3Y | +130.8% | +55.1% | +75.7% | +84.1% |
| 5Y | +69.8% | +94.1% | -24.3% | +14.1% |
| All | +69.8% | +92.5% | -22.7% | +14.1% |
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