+163.3%
NVS vs FWONK
+276.9%
-113.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -10.9% | +5.7% | -16.6% | -11.7% |
| 6M | -12.0% | +13.5% | -25.4% | -13.9% |
| YTD | +2.5% | -3.0% | +5.5% | +2.6% |
| 1Y | +10.7% | -6.4% | +17.1% | +11.3% |
| 3Y | +53.3% | +43.8% | +9.5% | +42.2% |
| 5Y | +93.6% | +98.6% | -5.0% | +68.3% |
| 10Y | +180.6% | +340.0% | -159.4% | +106.8% |
| All | +163.3% | +276.9% | -113.6% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling