+12.5%
FN vs NVS
+27.7%
-15.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.2% |
| 7D | -1.7% | +4.0% | -5.7% | -1.9% |
| 30D | -22.0% | +3.6% | -25.6% | -22.0% |
| 3M | -43.0% | +7.8% | -50.8% | -44.2% |
| 6M | -27.7% | -0.2% | -27.6% | -26.9% |
| YTD | -10.5% | +19.6% | -30.1% | -12.8% |
| 1Y | +12.5% | +28.4% | -15.9% | +9.0% |
| All | +12.5% | +27.7% | -15.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling