+23.3%
BA vs NVS
+260.1%
-236.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | -1.3% | +0.2% | -0.4% |
| 30D | -7.1% | +9.3% | -16.4% | -11.7% |
| 3M | -25.5% | +5.8% | -31.3% | -29.0% |
| 6M | -28.7% | +7.2% | -35.9% | -32.9% |
| YTD | -21.0% | +20.0% | -41.0% | -30.6% |
| 1Y | -11.9% | +25.4% | -37.2% | -24.6% |
| 3Y | -16.2% | +89.2% | -105.4% | -47.3% |
| 5Y | -22.4% | +134.6% | -157.0% | -59.8% |
| All | +23.3% | +260.1% | -236.8% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling