+89.6%
NVS vs FIVE
+38.7%
+50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.7% | -14.7% | -14.0% |
| 7D | -14.6% | +3.7% | -18.3% | -14.8% |
| 30D | -11.9% | +4.0% | -15.9% | -12.1% |
| 3M | -6.0% | +36.2% | -42.2% | -7.3% |
| 6M | -11.4% | +18.0% | -29.4% | -12.2% |
| YTD | +2.9% | +34.9% | -32.0% | +1.3% |
| 1Y | +10.2% | +67.9% | -57.7% | +7.4% |
| 3Y | +55.3% | +57.3% | -2.0% | +51.0% |
| 5Y | +89.6% | +39.5% | +50.1% | +80.1% |
| All | +89.6% | +38.7% | +50.9% | +80.1% |
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