+1,078.6%
NVS vs FHN
+231.3%
+847.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.1% | -12.8% | -13.8% |
| 7D | -14.6% | +2.7% | -17.3% | -14.9% |
| 30D | -11.9% | -3.1% | -8.8% | -11.6% |
| 3M | -6.0% | +2.3% | -8.3% | -6.3% |
| 6M | -11.4% | +9.7% | -21.1% | -12.5% |
| YTD | +2.9% | +4.7% | -1.8% | +2.1% |
| 1Y | +10.2% | +13.8% | -3.5% | +8.0% |
| 3Y | +55.3% | +131.6% | -76.3% | +36.6% |
| 5Y | +89.6% | +91.1% | -1.5% | +66.0% |
| 10Y | +176.1% | +126.6% | +49.4% | +123.9% |
| All | +1,078.6% | +231.3% | +847.3% | +672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling