-71.6%
FLNC vs NVS
+98.6%
-170.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | -4.1% | -14.3% | +10.2% | -2.6% |
| 30D | -24.8% | -10.0% | -14.8% | -24.3% |
| 3M | -59.1% | -10.9% | -48.2% | -58.9% |
| 6M | -42.0% | -12.0% | -30.0% | -41.6% |
| YTD | -49.8% | +2.5% | -52.3% | -52.9% |
| 1Y | +43.1% | +10.7% | +32.4% | +29.5% |
| 3Y | -61.0% | +53.3% | -114.3% | -70.4% |
| All | -71.6% | +98.6% | -170.2% | -82.2% |
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