+96.4%
NVS vs FGI
-69.8%
+166.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +1.9% | -15.8% | -13.9% |
| 7D | -14.6% | +5.2% | -19.8% | -14.6% |
| 30D | -11.9% | +65.2% | -77.1% | -12.0% |
| 3M | -6.0% | +30.2% | -36.1% | -6.0% |
| 6M | -11.4% | +87.8% | -99.2% | -11.6% |
| YTD | +2.9% | +32.5% | -29.5% | +2.8% |
| 1Y | +10.2% | +93.6% | -83.3% | +10.0% |
| 3Y | +55.3% | -2.6% | +57.9% | +55.5% |
| All | +96.4% | -69.8% | +166.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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