+733.4%
NVS vs FLR
+609.6%
+123.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +0.8% | -14.8% | -14.0% |
| 7D | -14.6% | +0.7% | -15.3% | -14.7% |
| 30D | -11.9% | -0.7% | -11.3% | -11.9% |
| 3M | -6.0% | +14.3% | -20.3% | -7.7% |
| 6M | -11.4% | +25.6% | -37.0% | -14.2% |
| YTD | +2.9% | +42.9% | -40.0% | -1.9% |
| 1Y | +10.2% | +38.7% | -28.5% | +5.1% |
| 3Y | +55.3% | +61.8% | -6.5% | +41.4% |
| 5Y | +89.6% | +254.1% | -164.5% | +53.6% |
| 10Y | +176.1% | +20.0% | +156.0% | +133.7% |
| All | +733.4% | +609.6% | +123.8% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling