+93.1%
FOXA vs NVS
+92.9%
+0.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.8% | -14.3% | +15.1% | +3.6% |
| 30D | +5.0% | -10.0% | +15.0% | +6.8% |
| 3M | -3.0% | -10.9% | +7.9% | -1.2% |
| 6M | +14.8% | -12.0% | +26.7% | +17.1% |
| YTD | -8.9% | +2.5% | -11.4% | -10.8% |
| 1Y | +13.3% | +10.7% | +2.6% | +8.5% |
| 3Y | +115.4% | +53.3% | +62.1% | +86.5% |
| All | +93.1% | +92.9% | +0.2% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling