+1,273.7%
NVS vs FDS
+7,889.0%
-6,615.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +1.5% | -2.7% | -1.5% |
| 30D | +9.3% | +14.8% | -5.6% | +7.0% |
| 3M | +5.8% | +16.3% | -10.5% | +3.3% |
| 6M | +7.2% | +66.2% | -59.1% | -1.3% |
| YTD | +20.0% | +16.2% | +3.7% | +15.6% |
| 1Y | +25.4% | +21.8% | +3.5% | +19.9% |
| 3Y | +89.2% | -23.9% | +113.1% | +92.9% |
| 5Y | +134.6% | -23.1% | +157.7% | +137.1% |
| 10Y | +251.4% | +128.7% | +122.6% | +200.9% |
| All | +1,273.7% | +7,889.0% | -6,615.3% | +658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling