+51.8%
FTNT vs NVS
+37.6%
+14.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +2.3% |
| 7D | -25.7% | +5.7% | -31.4% | -23.9% |
| 30D | -29.7% | +17.1% | -46.8% | -26.0% |
| 3M | -23.1% | +7.6% | -30.8% | -20.1% |
| 6M | +45.0% | +14.1% | +30.9% | +52.2% |
| YTD | +62.9% | +23.3% | +39.6% | +63.2% |
| 1Y | +51.8% | +36.0% | +15.8% | +46.5% |
| All | +51.8% | +37.6% | +14.2% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling