+212.4%
NVS vs USFR
+27.6%
+184.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -15.7% | +0.1% | -15.8% | -15.7% |
| 30D | -11.1% | +0.3% | -11.4% | -11.1% |
| 3M | -7.2% | +1.0% | -8.1% | -7.3% |
| 6M | -12.3% | +1.9% | -14.3% | -12.6% |
| YTD | +2.8% | +2.7% | +0.1% | +2.3% |
| 1Y | +11.9% | +4.0% | +7.9% | +11.1% |
| 3Y | +55.1% | +14.1% | +41.0% | +51.6% |
| 5Y | +94.1% | +20.5% | +73.6% | +87.8% |
| 10Y | +181.2% | +28.0% | +153.2% | +170.6% |
| All | +212.4% | +27.6% | +184.7% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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