+2,072.5%
FTNT vs NVS
+179.5%
+1,892.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -14.3% | +14.1% | +5.5% |
| 30D | -3.0% | -10.0% | +7.0% | -0.1% |
| 3M | +7.6% | -10.9% | +18.5% | +10.7% |
| 6M | +87.0% | -12.0% | +98.9% | +92.4% |
| YTD | +96.5% | +2.5% | +94.0% | +86.1% |
| 1Y | +92.9% | +10.7% | +82.3% | +74.8% |
| 3Y | +139.8% | +53.3% | +86.5% | +74.8% |
| 5Y | +151.3% | +93.6% | +57.7% | +54.8% |
| All | +2,072.5% | +179.5% | +1,892.9% | +1,038.5% |
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 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