+94.1%
NVS vs FTV
-3.0%
+97.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -15.7% | -5.2% | -10.5% | -15.0% |
| 30D | -11.1% | -11.5% | +0.4% | -9.3% |
| 3M | -7.2% | -9.0% | +1.9% | -5.9% |
| 6M | -12.3% | -2.0% | -10.3% | -12.4% |
| YTD | +2.8% | -0.9% | +3.7% | +2.1% |
| 1Y | +11.9% | +14.8% | -2.9% | +8.2% |
| 3Y | +55.1% | -5.5% | +60.6% | +53.5% |
| 5Y | +94.1% | -1.9% | +95.9% | +82.9% |
| All | +94.1% | -3.0% | +97.0% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling