+3,644.4%
FIX vs NVS
+256.0%
+3,388.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -13.9% | +2.5% | -16.5% | -14.8% |
| 30D | -35.5% | +13.6% | -49.1% | -38.5% |
| 3M | -33.9% | +4.1% | -38.1% | -35.7% |
| 6M | -43.3% | +11.8% | -55.1% | -46.8% |
| YTD | +18.7% | +22.0% | -3.4% | +7.4% |
| 1Y | +13.8% | +32.3% | -18.5% | -0.6% |
| 3Y | +495.0% | +93.6% | +401.4% | +314.5% |
| 5Y | +1,049.0% | +136.7% | +912.3% | +587.6% |
| 10Y | +3,644.4% | +254.6% | +3,389.8% | +1,913.6% |
| All | +3,644.4% | +256.0% | +3,388.4% | +1,913.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling