+176.9%
NVS vs FND
+57.3%
+119.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -15.4% | -0.8% | -14.6% | -15.2% |
| 30D | -12.3% | -19.6% | +7.3% | -10.3% |
| 3M | -7.8% | -4.3% | -3.5% | -7.6% |
| 6M | -13.0% | -20.4% | +7.5% | -11.4% |
| YTD | +2.8% | -21.9% | +24.6% | +4.6% |
| 1Y | +10.6% | -45.2% | +55.8% | +16.7% |
| 3Y | +55.1% | -49.2% | +104.3% | +61.9% |
| 5Y | +91.7% | -61.8% | +153.5% | +101.2% |
| All | +176.9% | +57.3% | +119.6% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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