+174.9%
NVS vs FTV
+80.7%
+94.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -14.3% | -4.0% | -10.3% | -13.5% |
| 30D | -10.0% | -11.0% | +1.1% | -7.6% |
| 3M | -10.9% | -8.4% | -2.5% | -9.3% |
| 6M | -12.0% | -2.6% | -9.4% | -11.9% |
| YTD | +2.5% | -0.6% | +3.1% | +1.7% |
| 1Y | +10.7% | +11.0% | -0.3% | +6.9% |
| 3Y | +53.3% | -6.3% | +59.6% | +51.9% |
| 5Y | +93.6% | -1.5% | +95.1% | +86.4% |
| All | +174.9% | +80.7% | +94.1% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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