+131.9%
NVS vs FGI
-70.6%
+202.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +1.1% | -7.0% | +8.0% | +1.1% |
| 30D | +13.4% | -4.2% | +17.7% | +13.4% |
| 3M | +5.4% | +55.6% | -50.2% | +5.3% |
| 6M | +9.6% | -3.2% | +12.7% | +9.5% |
| YTD | +21.5% | +29.1% | -7.6% | +21.3% |
| 1Y | +32.3% | +51.0% | -18.6% | +32.1% |
| 3Y | +92.9% | +1.5% | +91.4% | +92.8% |
| All | +131.9% | -70.6% | +202.4% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling