+175.5%
NVS vs FDS
+66.9%
+108.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +1.2% |
| 7D | -15.7% | -16.0% | +0.3% | -12.6% |
| 30D | -11.1% | -6.7% | -4.4% | -9.8% |
| 3M | -7.2% | +6.0% | -13.1% | -8.8% |
| 6M | -12.3% | +25.1% | -37.4% | -17.7% |
| YTD | +2.8% | -8.1% | +10.9% | +3.4% |
| 1Y | +11.9% | -26.0% | +38.0% | +18.7% |
| 3Y | +55.1% | -36.4% | +91.5% | +69.3% |
| 5Y | +94.1% | -27.7% | +121.8% | +100.3% |
| All | +175.5% | +66.9% | +108.7% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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