+270.5%
FTI vs NVS
+54.2%
+216.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -4.4% | -14.3% | +9.9% | -2.5% |
| 30D | +1.5% | -10.0% | +11.4% | +2.7% |
| 3M | +8.2% | -10.9% | +19.1% | +9.6% |
| 6M | +18.8% | -12.0% | +30.8% | +20.6% |
| YTD | +71.7% | +2.5% | +69.2% | +69.5% |
| 1Y | +90.0% | +10.7% | +79.4% | +85.2% |
| 3Y | +270.5% | +53.3% | +217.2% | +250.5% |
| All | +270.5% | +54.2% | +216.3% | +250.5% |
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