+8.6%
FOXA vs NVS
+27.7%
-19.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | -4.0% | +4.0% | -8.0% | -4.0% |
| 30D | +12.0% | +3.6% | +8.4% | +12.1% |
| 3M | +0.3% | +7.8% | -7.6% | +0.5% |
| 6M | +12.5% | -0.2% | +12.7% | +12.5% |
| YTD | -9.6% | +19.6% | -29.2% | -11.1% |
| 1Y | +8.6% | +28.4% | -19.8% | +4.9% |
| All | +8.6% | +27.7% | -19.1% | +4.9% |
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