+94.0%
NVS vs FWONK
+97.7%
-3.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.3% | +0.1% | -14.4% | -14.3% |
| 30D | -10.0% | -7.7% | -2.2% | -9.1% |
| 3M | -10.9% | +5.7% | -16.6% | -11.6% |
| 6M | -12.0% | +13.5% | -25.4% | -13.4% |
| YTD | +2.5% | -3.0% | +5.5% | +2.6% |
| 1Y | +10.7% | -6.4% | +17.1% | +11.1% |
| 3Y | +53.3% | +43.8% | +9.5% | +43.7% |
| All | +94.0% | +97.7% | -3.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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