+502.0%
BA vs NVS
+1,291.3%
-789.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.6% |
| 30D | -7.9% | +13.4% | -21.4% | -13.3% |
| 3M | -25.3% | +5.4% | -30.7% | -28.0% |
| 6M | -24.6% | +9.6% | -34.2% | -28.9% |
| YTD | -20.1% | +21.5% | -41.6% | -28.3% |
| 1Y | -11.8% | +32.3% | -44.1% | -23.9% |
| 3Y | -10.1% | +92.9% | -103.1% | -36.8% |
| 5Y | -22.7% | +134.3% | -157.1% | -51.0% |
| 10Y | +35.1% | +272.3% | -237.2% | -29.2% |
| All | +502.0% | +1,291.3% | -789.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling