+2,166.4%
FIX vs NVS
+89.9%
+2,076.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +3.5% | -15.4% | +18.9% | +5.4% |
| 30D | -3.5% | -12.3% | +8.8% | -2.4% |
| 3M | -11.8% | -7.8% | -4.0% | -11.7% |
| 6M | +17.8% | -13.0% | +30.8% | +18.9% |
| YTD | +73.3% | +2.8% | +70.6% | +71.0% |
| 1Y | +128.1% | +10.6% | +117.5% | +122.4% |
| 3Y | +772.7% | +55.1% | +717.6% | +675.6% |
| 5Y | +2,166.4% | +91.7% | +2,074.8% | +1,731.4% |
| All | +2,166.4% | +89.9% | +2,076.5% | +1,731.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling