+826.4%
FN vs NVS
+257.6%
+568.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.2% | +11.7% |
| 7D | +16.3% | +1.3% | +14.9% | +15.8% |
| 30D | -24.7% | +13.9% | -38.6% | -27.7% |
| 3M | -34.9% | +4.7% | -39.6% | -36.5% |
| 6M | -41.1% | +12.1% | -53.2% | -44.3% |
| YTD | -19.6% | +22.3% | -42.0% | -26.3% |
| 1Y | -18.5% | +33.5% | -52.0% | -27.7% |
| 3Y | +119.1% | +94.7% | +24.4% | +61.1% |
| 5Y | +206.9% | +137.6% | +69.4% | +98.0% |
| 10Y | +826.4% | +254.5% | +571.9% | +436.6% |
| All | +826.4% | +257.6% | +568.9% | +436.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling