+86.1%
FLEX vs NVS
+11.3%
+74.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.1% | -15.7% | +15.8% | +0.1% |
| 30D | -11.8% | -11.1% | -0.7% | -12.2% |
| 3M | -22.6% | -7.2% | -15.4% | -24.3% |
| 6M | +77.3% | -12.3% | +89.7% | +74.0% |
| YTD | +78.8% | +2.8% | +76.0% | +75.1% |
| 1Y | +86.1% | +11.9% | +74.1% | +82.3% |
| All | +86.1% | +11.3% | +74.8% | +82.3% |
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