-8.0%
BA vs NVS
+27.7%
-35.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | +1.2% | +4.0% | -2.9% | -0.4% |
| 30D | -11.6% | +3.6% | -15.2% | -12.9% |
| 3M | -2.4% | +7.8% | -10.2% | -6.0% |
| 6M | -6.6% | -0.2% | -6.4% | -7.8% |
| YTD | -2.2% | +19.6% | -21.8% | -8.4% |
| 1Y | -8.0% | +28.4% | -36.4% | -16.0% |
| All | -8.0% | +27.7% | -35.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling