+391.9%
BAC vs NVS
+180.2%
+211.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -15.7% | +15.4% | +7.0% |
| 30D | -1.8% | -11.1% | +9.3% | +2.5% |
| 3M | +15.3% | -7.2% | +22.5% | +17.4% |
| 6M | +30.2% | -12.3% | +42.5% | +36.1% |
| YTD | +15.6% | +2.8% | +12.8% | +11.2% |
| 1Y | +27.5% | +11.9% | +15.5% | +16.9% |
| 3Y | +137.0% | +55.1% | +82.0% | +77.2% |
| 5Y | +75.6% | +94.1% | -18.5% | +11.9% |
| All | +391.9% | +180.2% | +211.7% | +172.4% |
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