+25.5%
FLEX vs NVS
+26.2%
-0.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +3.6% |
| 7D | +2.2% | -2.8% | +5.1% | +2.0% |
| 30D | -32.6% | +11.5% | -44.1% | -32.1% |
| 3M | -35.5% | +3.7% | -39.2% | -35.2% |
| 6M | -45.6% | +10.4% | -56.0% | -47.3% |
| YTD | +30.7% | +19.8% | +10.9% | +26.1% |
| All | +25.5% | +26.2% | -0.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling