-25.7%
FN vs NVS
+37.6%
-63.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -5.4% |
| 7D | -7.0% | +5.7% | -12.7% | -6.2% |
| 30D | -24.7% | +17.1% | -41.8% | -23.6% |
| 3M | -35.7% | +7.6% | -43.3% | -35.0% |
| 6M | -52.4% | +14.1% | -66.5% | -53.7% |
| YTD | -25.0% | +23.3% | -48.3% | -28.5% |
| 1Y | -25.7% | +36.0% | -61.7% | -31.8% |
| All | -25.7% | +37.6% | -63.3% | -31.8% |
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 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