+53.7%
NVS vs FLR
+52.3%
+1.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -15.7% | -6.9% | -8.8% | -15.7% |
| 30D | -11.1% | +1.1% | -12.2% | -11.1% |
| 3M | -7.2% | +14.3% | -21.5% | -7.2% |
| 6M | -12.3% | +19.1% | -31.4% | -12.2% |
| YTD | +2.8% | +35.1% | -32.4% | +3.2% |
| 1Y | +11.9% | +29.5% | -17.5% | +12.3% |
| All | +53.7% | +52.3% | +1.3% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling