+2,443.2%
FTAI vs NVS
+120.1%
+2,323.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -5.2% | -14.3% | +9.1% | +0.5% |
| 30D | -17.9% | -10.0% | -8.0% | -14.9% |
| 3M | -22.7% | -10.9% | -11.8% | -19.9% |
| 6M | -28.0% | -12.0% | -16.0% | -24.7% |
| YTD | -5.0% | +2.5% | -7.5% | -6.7% |
| 1Y | +10.4% | +10.7% | -0.3% | +4.5% |
| 3Y | +425.2% | +53.3% | +371.9% | +322.0% |
| 5Y | +890.3% | +93.6% | +796.7% | +600.8% |
| 10Y | +3,106.5% | +180.6% | +2,926.0% | +1,949.6% |
| All | +2,443.2% | +120.1% | +2,323.1% | +1,598.1% |
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