+41.7%
NVS vs FBTC
+59.7%
-18.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -15.7% | -5.8% | -9.9% | -15.7% |
| 30D | -11.1% | +21.4% | -32.5% | -11.2% |
| 3M | -7.2% | +24.5% | -31.6% | -7.3% |
| 6M | -12.3% | +9.9% | -22.2% | -12.3% |
| YTD | +2.8% | -12.0% | +14.8% | +2.7% |
| 1Y | +11.9% | -32.3% | +44.3% | +11.8% |
| All | +41.7% | +59.7% | -18.0% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 5y: compounded portfolio wealth divided by compounded FBTC 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…
5y analysis · Full analysis span regression · 6 months rolling