+91.7%
NVS vs FDS
-23.5%
+115.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.2% |
| 7D | -15.4% | -8.8% | -6.6% | -14.5% |
| 30D | -12.3% | -1.4% | -10.9% | -12.1% |
| 3M | -7.8% | +13.9% | -21.7% | -9.2% |
| 6M | -13.0% | +27.4% | -40.4% | -15.8% |
| YTD | +2.8% | -2.5% | +5.2% | +3.8% |
| 1Y | +10.6% | -23.8% | +34.4% | +17.0% |
| 3Y | +55.1% | -32.5% | +87.6% | +66.7% |
| 5Y | +91.7% | -23.2% | +114.9% | +96.1% |
| All | +91.7% | -23.5% | +115.1% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling