+12,471.5%
FIX vs NVS
+890.6%
+11,580.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.8% |
| 7D | +6.0% | +4.0% | +2.0% | +4.0% |
| 30D | -7.2% | +3.6% | -10.8% | -9.1% |
| 3M | -15.9% | +7.8% | -23.7% | -19.6% |
| 6M | +12.7% | -0.2% | +12.9% | +11.8% |
| YTD | +72.8% | +19.6% | +53.2% | +57.1% |
| 1Y | +122.9% | +28.4% | +94.5% | +95.1% |
| 3Y | +774.3% | +76.2% | +698.1% | +535.6% |
| 5Y | +2,049.5% | +111.1% | +1,938.4% | +1,307.0% |
| 10Y | +5,821.5% | +224.3% | +5,597.2% | +3,005.9% |
| All | +12,471.5% | +890.6% | +11,580.9% | +3,717.0% |
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 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