-3.5%
FSLY vs NVS
+114.8%
-118.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +12.5% | -14.3% | +26.8% | +19.1% |
| 30D | -18.8% | -10.0% | -8.9% | -16.7% |
| 3M | +22.7% | -10.9% | +33.6% | +25.9% |
| 6M | -3.7% | -12.0% | +8.3% | -0.7% |
| YTD | +127.5% | +2.5% | +125.0% | +115.4% |
| 1Y | +193.5% | +10.7% | +182.9% | +165.3% |
| 3Y | -1.3% | +53.3% | -54.6% | -29.2% |
| 5Y | -47.3% | +93.6% | -140.9% | -69.2% |
| All | -3.5% | +114.8% | -118.3% | -40.0% |
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 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