+174.9%
NVS vs FLR
+19.7%
+155.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -14.3% | -3.5% | -10.8% | -14.1% |
| 30D | -10.0% | +4.2% | -14.1% | -10.1% |
| 3M | -10.9% | +8.1% | -19.0% | -11.4% |
| 6M | -12.0% | +21.5% | -33.5% | -13.1% |
| YTD | +2.5% | +36.8% | -34.3% | +0.6% |
| 1Y | +10.7% | +31.2% | -20.5% | +8.6% |
| 3Y | +53.3% | +53.9% | -0.6% | +46.9% |
| 5Y | +93.6% | +243.0% | -149.4% | +75.2% |
| All | +174.9% | +19.7% | +155.1% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling