+132.8%
FIX vs NVS
+10.6%
+122.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.9% | +16.3% | +2.7% |
| 7D | +6.1% | -14.6% | +20.7% | +6.5% |
| 30D | -2.7% | -11.9% | +9.2% | -2.5% |
| 3M | -10.9% | -6.0% | -5.0% | -13.0% |
| 6M | +29.0% | -11.4% | +40.4% | +27.7% |
| YTD | +76.9% | +2.9% | +74.0% | +77.4% |
| All | +132.8% | +10.6% | +122.2% | +133.9% |
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