+424.8%
FLEX vs NVS
+134.2%
+290.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | +7.5% | -1.3% | +8.7% | +7.6% |
| 30D | -25.3% | +9.3% | -34.6% | -26.1% |
| 3M | -39.7% | +5.8% | -45.5% | -40.5% |
| 6M | -47.9% | +7.2% | -55.0% | -48.9% |
| YTD | +24.1% | +20.0% | +4.1% | +18.9% |
| 1Y | +26.0% | +25.4% | +0.6% | +19.5% |
| 3Y | +282.7% | +89.2% | +193.5% | +218.9% |
| All | +424.8% | +134.2% | +290.6% | +269.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling