+414.4%
NVS vs FIVE
+868.1%
-453.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -2.3% |
| 7D | +4.0% | +4.3% | -0.2% | +3.6% |
| 30D | +3.6% | +12.5% | -8.9% | +2.5% |
| 3M | +7.8% | +31.2% | -23.4% | +5.2% |
| 6M | -0.2% | +14.4% | -14.5% | -1.7% |
| YTD | +19.6% | +33.9% | -14.3% | +16.1% |
| 1Y | +28.4% | +65.1% | -36.7% | +22.2% |
| 3Y | +76.2% | +49.0% | +27.2% | +65.7% |
| 5Y | +111.1% | +30.3% | +80.8% | +97.3% |
| 10Y | +224.3% | +481.1% | -256.9% | +155.7% |
| All | +414.4% | +868.1% | -453.7% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling