+8,590.7%
FIX vs NVS
+913.5%
+7,677.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.1% |
| 7D | -7.2% | +1.3% | -8.6% | -8.0% |
| 30D | -35.1% | +13.9% | -49.0% | -39.1% |
| 3M | -34.3% | +4.7% | -39.0% | -36.8% |
| 6M | -42.9% | +12.1% | -55.0% | -47.2% |
| YTD | +19.5% | +22.3% | -2.9% | +6.0% |
| 1Y | +16.8% | +33.5% | -16.7% | -0.6% |
| 3Y | +506.7% | +94.7% | +412.0% | +315.0% |
| 5Y | +1,046.7% | +137.6% | +909.1% | +597.9% |
| 10Y | +3,800.0% | +254.5% | +3,545.5% | +1,837.6% |
| All | +8,590.7% | +913.5% | +7,677.2% | +2,476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling