-10.4%
FSLY vs NVS
+115.7%
-126.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -13.9% | +18.3% | +10.3% |
| 7D | +3.5% | -14.6% | +18.1% | +9.8% |
| 30D | -6.4% | -11.9% | +5.5% | -2.8% |
| 3M | +10.9% | -6.0% | +16.8% | +10.5% |
| 6M | +6.7% | -11.4% | +18.1% | +9.7% |
| YTD | +111.1% | +2.9% | +108.2% | +99.5% |
| 1Y | +185.8% | +10.2% | +175.5% | +159.1% |
| 3Y | -6.6% | +55.3% | -61.9% | -33.6% |
| 5Y | -52.4% | +89.6% | -142.0% | -71.7% |
| All | -10.4% | +115.7% | -126.1% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling