+122.9%
FIX vs NVS
+27.7%
+95.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +6.0% | +4.0% | +2.0% | +5.6% |
| 30D | -7.2% | +3.6% | -10.8% | -7.6% |
| 3M | -15.9% | +7.8% | -23.7% | -17.6% |
| 6M | +12.7% | -0.2% | +12.9% | +11.4% |
| YTD | +72.8% | +19.6% | +53.2% | +73.1% |
| 1Y | +122.9% | +28.4% | +94.5% | +124.1% |
| All | +122.9% | +27.7% | +95.2% | +124.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling