+295.8%
FTI vs NVS
+179.5%
+116.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | -14.3% | +9.9% | +2.0% |
| 30D | +1.5% | -10.0% | +11.4% | +5.4% |
| 3M | +8.2% | -10.9% | +19.1% | +12.7% |
| 6M | +18.8% | -12.0% | +30.8% | +23.9% |
| YTD | +71.7% | +2.5% | +69.2% | +65.1% |
| 1Y | +90.0% | +10.7% | +79.4% | +74.9% |
| 3Y | +270.5% | +53.3% | +217.2% | +176.9% |
| 5Y | +1,084.5% | +93.6% | +990.9% | +640.0% |
| All | +295.8% | +179.5% | +116.3% | +114.7% |
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