-29.1%
FN vs NVS
+32.7%
-61.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.7% |
| 7D | 0.0% | +1.1% | -1.1% | +0.2% |
| 30D | -34.3% | +13.4% | -47.8% | -33.5% |
| 3M | -39.9% | +5.4% | -45.3% | -39.3% |
| 6M | -51.8% | +9.6% | -61.4% | -52.5% |
| YTD | -28.1% | +21.5% | -49.6% | -32.0% |
| 1Y | -29.1% | +32.3% | -61.4% | -34.6% |
| All | -29.1% | +32.7% | -61.7% | -34.6% |
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 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