+3,689.8%
FN vs NVS
+563.1%
+3,126.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +4.0% |
| 7D | -1.7% | +4.0% | -5.7% | -3.7% |
| 30D | -22.0% | +3.6% | -25.6% | -23.8% |
| 3M | -43.0% | +7.8% | -50.8% | -45.8% |
| 6M | -27.7% | -0.2% | -27.6% | -28.6% |
| YTD | -10.5% | +19.6% | -30.1% | -19.2% |
| 1Y | +12.5% | +28.4% | -15.9% | -2.3% |
| 3Y | +153.8% | +76.2% | +77.6% | +80.1% |
| 5Y | +288.0% | +111.1% | +176.9% | +140.8% |
| 10Y | +906.4% | +224.3% | +682.2% | +357.1% |
| All | +3,689.8% | +563.1% | +3,126.7% | +830.6% |
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 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