+11.1%
NVS vs FIGR
+6.3%
+4.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +6.4% | -20.3% | -13.8% |
| 7D | -14.6% | +13.5% | -28.2% | -14.4% |
| 30D | -11.9% | +33.7% | -45.6% | -11.3% |
| 3M | -6.0% | +37.3% | -43.3% | -5.2% |
| 6M | -11.4% | +25.5% | -36.9% | -10.5% |
| YTD | +2.9% | -6.3% | +9.2% | +3.4% |
| All | +11.1% | +6.3% | +4.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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