+498.5%
BA vs NVS
+1,301.1%
-802.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.7% | +1.3% | -3.1% | -2.3% |
| 30D | -9.5% | +13.9% | -23.3% | -14.9% |
| 3M | -26.5% | +4.7% | -31.2% | -28.9% |
| 6M | -27.4% | +12.1% | -39.5% | -32.2% |
| YTD | -20.6% | +22.3% | -42.9% | -28.9% |
| 1Y | -11.4% | +33.5% | -44.9% | -23.9% |
| 3Y | -10.8% | +94.7% | -105.6% | -37.5% |
| 5Y | -21.9% | +137.6% | -159.5% | -50.8% |
| 10Y | +28.1% | +254.5% | -226.3% | -31.4% |
| All | +498.5% | +1,301.1% | -802.6% | +98.5% |
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