+737.6%
FLEX vs NVS
+90.2%
+647.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -13.9% | +18.3% | +6.4% |
| 7D | +7.0% | -14.6% | +21.6% | +9.2% |
| 30D | -5.8% | -11.9% | +6.1% | -4.6% |
| 3M | -24.2% | -6.0% | -18.3% | -24.6% |
| 6M | +90.8% | -11.4% | +102.2% | +92.3% |
| YTD | +89.2% | +2.9% | +86.3% | +84.8% |
| 1Y | +104.7% | +10.2% | +94.5% | +96.9% |
| 3Y | +478.1% | +55.3% | +422.8% | +400.0% |
| All | +737.6% | +90.2% | +647.4% | +532.7% |
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