+136.7%
NVS vs FIVE
+18.8%
+117.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.5% | +7.3% | -4.8% | +2.1% |
| 30D | +13.6% | +18.1% | -4.5% | +12.7% |
| 3M | +4.1% | +7.7% | -3.6% | +3.7% |
| 6M | +11.8% | +13.6% | -1.8% | +10.9% |
| YTD | +22.0% | +34.6% | -12.6% | +20.0% |
| 1Y | +32.3% | +66.2% | -34.0% | +28.9% |
| 3Y | +93.6% | +43.5% | +50.1% | +89.6% |
| 5Y | +136.7% | +20.7% | +116.0% | +126.5% |
| All | +136.7% | +18.8% | +117.9% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling