-61.0%
FLNC vs NVS
+54.2%
-115.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -4.1% | -14.3% | +10.2% | -5.4% |
| 30D | -24.8% | -10.0% | -14.8% | -25.6% |
| 3M | -59.1% | -10.9% | -48.2% | -59.5% |
| 6M | -42.0% | -12.0% | -30.0% | -42.3% |
| YTD | -49.8% | +2.5% | -52.3% | -52.5% |
| 1Y | +43.1% | +10.7% | +32.4% | +31.6% |
| 3Y | -61.0% | +53.3% | -114.3% | -68.8% |
| All | -61.0% | +54.2% | -115.2% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling