+160.3%
FN vs NVS
+78.3%
+82.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.1% |
| 7D | -1.7% | +4.0% | -5.7% | -1.6% |
| 30D | -22.0% | +3.6% | -25.6% | -21.9% |
| 3M | -43.0% | +7.8% | -50.8% | -43.3% |
| 6M | -27.7% | -0.2% | -27.6% | -27.7% |
| YTD | -10.5% | +19.6% | -30.1% | -10.5% |
| 1Y | +12.5% | +28.4% | -15.9% | +12.7% |
| All | +160.3% | +78.3% | +82.1% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling