+5,245.1%
FLEX vs NVS
+1,269.4%
+3,975.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.5% |
| 7D | -0.9% | +4.0% | -4.9% | -3.2% |
| 30D | -10.1% | +3.6% | -13.7% | -12.4% |
| 3M | -31.3% | +7.8% | -39.2% | -34.8% |
| 6M | +71.3% | -0.2% | +71.4% | +69.5% |
| YTD | +81.2% | +19.6% | +61.7% | +62.1% |
| 1Y | +98.5% | +28.4% | +70.1% | +70.0% |
| 3Y | +428.2% | +76.2% | +352.1% | +268.3% |
| 5Y | +657.3% | +111.1% | +546.2% | +368.0% |
| 10Y | +995.9% | +224.3% | +771.7% | +431.6% |
| All | +5,245.1% | +1,269.4% | +3,975.7% | +1,339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling