-45.2%
FIX vs NVS
+11.7%
-56.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.6% |
| 7D | -7.2% | +1.3% | -8.6% | -6.5% |
| 30D | -35.1% | +13.9% | -49.0% | -32.3% |
| 3M | -34.3% | +4.7% | -39.0% | -32.2% |
| All | -45.2% | +11.7% | -56.9% | -44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling