+2,102.5%
FTI vs NVS
+783.5%
+1,319.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.3% | -15.4% | +13.0% | +6.0% |
| 30D | +5.0% | -12.3% | +17.3% | +11.3% |
| 3M | +13.8% | -7.8% | +21.7% | +17.1% |
| 6M | +22.9% | -13.0% | +35.9% | +29.7% |
| YTD | +75.0% | +2.8% | +72.2% | +68.2% |
| 1Y | +96.9% | +10.6% | +86.3% | +80.7% |
| 3Y | +276.7% | +55.1% | +221.7% | +178.6% |
| 5Y | +1,157.0% | +91.7% | +1,065.3% | +705.6% |
| 10Y | +310.7% | +181.2% | +129.5% | +110.8% |
| All | +2,102.5% | +783.5% | +1,319.0% | +599.2% |
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