+100.2%
NVS vs FRSH
-72.6%
+172.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -15.7% | -11.2% | -4.6% | -15.4% |
| 30D | -11.1% | -0.8% | -10.2% | -11.1% |
| 3M | -7.2% | +26.4% | -33.6% | -7.7% |
| 6M | -12.3% | +48.4% | -60.7% | -13.3% |
| YTD | +2.8% | -3.1% | +5.9% | +2.9% |
| 1Y | +11.9% | -8.7% | +20.6% | +12.2% |
| 3Y | +55.1% | -45.8% | +100.9% | +57.2% |
| All | +100.2% | -72.6% | +172.8% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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