+213.9%
FXI vs NVS
+596.0%
-382.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.9% | +11.5% | +5.8% |
| 7D | -1.0% | -14.6% | +13.6% | +7.9% |
| 30D | -3.2% | -11.9% | +8.7% | +3.2% |
| 3M | +1.7% | -6.0% | +7.6% | +3.5% |
| 6M | -1.6% | -11.4% | +9.8% | +3.6% |
| YTD | -7.9% | +2.9% | -10.8% | -12.1% |
| 1Y | -9.6% | +10.2% | -19.9% | -17.8% |
| 3Y | +40.5% | +55.3% | -14.9% | -0.1% |
| 5Y | -6.2% | +89.6% | -95.8% | -43.6% |
| 10Y | +14.2% | +176.1% | -161.9% | -51.0% |
| All | +213.9% | +596.0% | -382.1% | -37.3% |
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