+3,553.2%
FIX vs NVS
+260.1%
+3,293.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +9.4% | -1.3% | +10.7% | +9.9% |
| 30D | -27.8% | +9.3% | -37.0% | -30.2% |
| 3M | -35.6% | +5.8% | -41.3% | -37.8% |
| 6M | -45.2% | +7.2% | -52.4% | -47.8% |
| YTD | +19.5% | +20.0% | -0.5% | +8.7% |
| 1Y | +24.2% | +25.4% | -1.1% | +10.8% |
| 3Y | +494.2% | +89.2% | +405.0% | +317.0% |
| 5Y | +1,036.1% | +134.6% | +901.5% | +578.3% |
| All | +3,553.2% | +260.1% | +3,293.1% | +1,849.0% |
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