+175.5%
NVS vs FIVE
+483.6%
-308.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.2% |
| 7D | -15.7% | +0.6% | -16.3% | -15.8% |
| 30D | -11.1% | +3.0% | -14.1% | -11.4% |
| 3M | -7.2% | +23.2% | -30.4% | -9.1% |
| 6M | -12.3% | +9.2% | -21.5% | -13.4% |
| YTD | +2.8% | +28.1% | -25.3% | -0.1% |
| 1Y | +11.9% | +65.3% | -53.3% | +6.1% |
| 3Y | +55.1% | +49.4% | +5.7% | +45.2% |
| 5Y | +94.1% | +29.5% | +64.5% | +80.6% |
| All | +175.5% | +483.6% | -308.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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