-3.2%
FSLY vs NVS
+54.6%
-57.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.5% | -15.7% | +23.2% | +8.0% |
| 30D | -21.1% | -11.1% | -10.0% | -21.0% |
| 3M | +21.8% | -7.2% | +29.0% | +20.7% |
| 6M | -0.1% | -12.3% | +12.2% | +0.4% |
| YTD | +123.1% | +2.8% | +120.3% | +117.7% |
| 1Y | +208.6% | +11.9% | +196.6% | +196.1% |
| All | -3.2% | +54.6% | -57.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling