+2,943.1%
FN vs NVS
+573.7%
+2,369.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.3% | +11.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.6% |
| 30D | -34.3% | +13.4% | -47.8% | -38.1% |
| 3M | -39.9% | +5.4% | -45.3% | -42.4% |
| 6M | -51.8% | +9.6% | -61.4% | -55.1% |
| YTD | -28.1% | +21.5% | -49.6% | -36.3% |
| 1Y | -29.1% | +32.3% | -61.4% | -39.8% |
| 3Y | +102.4% | +92.9% | +9.5% | +35.0% |
| 5Y | +171.7% | +134.3% | +37.3% | +56.5% |
| 10Y | +773.5% | +272.3% | +501.3% | +256.1% |
| All | +2,943.1% | +573.7% | +2,369.4% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling