+28.4%
NVS vs FLR
+31.2%
-2.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +4.0% | +5.4% | -1.4% | +3.8% |
| 30D | +3.6% | +11.4% | -7.8% | +3.1% |
| 3M | +7.8% | +11.4% | -3.6% | +7.1% |
| 6M | -0.2% | +16.6% | -16.8% | -1.1% |
| YTD | +19.6% | +41.7% | -22.1% | +18.5% |
| 1Y | +28.4% | +35.4% | -7.0% | +25.3% |
| All | +28.4% | +31.2% | -2.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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