+175.5%
NVS vs FHN
+129.4%
+46.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -15.7% | -0.8% | -14.9% | -15.6% |
| 30D | -11.1% | -2.6% | -8.4% | -10.9% |
| 3M | -7.2% | +0.8% | -8.0% | -7.3% |
| 6M | -12.3% | +9.2% | -21.6% | -13.2% |
| YTD | +2.8% | +5.1% | -2.4% | +2.1% |
| 1Y | +11.9% | +12.2% | -0.3% | +10.3% |
| 3Y | +55.1% | +132.4% | -77.3% | +39.6% |
| 5Y | +94.1% | +91.1% | +3.0% | +73.3% |
| All | +175.5% | +129.4% | +46.1% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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