+10.6%
NVS vs FIVE
+64.7%
-54.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | 0.0% |
| 7D | -15.4% | +1.7% | -17.0% | -15.5% |
| 30D | -12.3% | +5.0% | -17.3% | -12.6% |
| 3M | -7.8% | +29.5% | -37.3% | -9.1% |
| 6M | -13.0% | +12.4% | -25.4% | -13.3% |
| YTD | +2.8% | +31.2% | -28.4% | +1.4% |
| 1Y | +10.6% | +72.9% | -62.2% | +8.2% |
| All | +10.6% | +64.7% | -54.1% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling