+1,033.9%
FLEX vs NVS
+180.2%
+853.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.1% | -15.7% | +15.8% | +6.7% |
| 30D | -11.8% | -11.1% | -0.7% | -8.6% |
| 3M | -22.6% | -7.2% | -15.4% | -21.9% |
| 6M | +77.3% | -12.3% | +89.7% | +83.8% |
| YTD | +78.8% | +2.8% | +76.0% | +70.8% |
| 1Y | +86.1% | +11.9% | +74.1% | +69.6% |
| 3Y | +446.2% | +55.1% | +391.2% | +301.9% |
| 5Y | +689.7% | +94.1% | +595.6% | +384.8% |
| All | +1,033.9% | +180.2% | +853.7% | +539.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling