+92.4%
FOXA vs NVS
+121.0%
-28.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | -14.3% | +15.1% | +5.6% |
| 30D | +5.0% | -10.0% | +15.0% | +8.0% |
| 3M | -3.0% | -10.9% | +7.9% | -0.1% |
| 6M | +14.8% | -12.0% | +26.7% | +18.5% |
| YTD | -8.9% | +2.5% | -11.4% | -11.7% |
| 1Y | +13.3% | +10.7% | +2.6% | +6.2% |
| 3Y | +115.4% | +53.3% | +62.1% | +72.9% |
| 5Y | +95.3% | +93.6% | +1.7% | +36.5% |
| All | +92.4% | +121.0% | -28.7% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling