+415.5%
NVS vs FIVE
+862.5%
-447.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +11.5% | +17.4% | -5.9% | +9.9% |
| 3M | +3.7% | +7.0% | -3.4% | +3.0% |
| 6M | +10.4% | +20.5% | -10.1% | +8.2% |
| YTD | +19.8% | +33.1% | -13.3% | +16.3% |
| 1Y | +26.6% | +67.1% | -40.5% | +20.4% |
| 3Y | +90.1% | +41.9% | +48.2% | +79.6% |
| 5Y | +133.4% | +21.1% | +112.3% | +120.0% |
| 10Y | +251.0% | +518.8% | -267.8% | +175.6% |
| All | +415.5% | +862.5% | -447.1% | +286.2% |
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 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