+72.3%
BA vs NVS
+175.1%
-102.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +6.8% |
| 7D | +2.5% | -14.6% | +17.1% | +10.7% |
| 30D | -10.1% | -11.9% | +1.8% | -4.8% |
| 3M | -2.4% | -6.0% | +3.6% | -1.0% |
| 6M | -8.8% | -11.4% | +2.6% | -4.1% |
| YTD | -2.9% | +2.9% | -5.9% | -6.8% |
| 1Y | -8.8% | +10.2% | -19.0% | -16.1% |
| 3Y | -0.3% | +55.3% | -55.6% | -29.0% |
| 5Y | -0.3% | +89.6% | -89.9% | -40.2% |
| 10Y | +72.3% | +176.1% | -103.7% | -8.1% |
| All | +72.3% | +175.1% | -102.8% | -8.1% |
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