+550.6%
FITB vs NVS
+1,269.4%
-718.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.9% |
| 7D | +0.6% | +4.0% | -3.4% | -1.8% |
| 30D | -4.7% | +3.6% | -8.3% | -7.0% |
| 3M | +6.7% | +7.8% | -1.1% | +1.5% |
| 6M | +12.6% | -0.2% | +12.7% | +11.7% |
| YTD | +19.1% | +19.6% | -0.5% | +6.5% |
| 1Y | +22.6% | +28.4% | -5.7% | +4.9% |
| 3Y | +127.1% | +76.2% | +50.9% | +58.8% |
| 5Y | +71.8% | +111.1% | -39.3% | +6.7% |
| 10Y | +287.2% | +224.3% | +62.9% | +85.8% |
| All | +550.6% | +1,269.4% | -718.8% | +74.8% |
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