+73.1%
BAC vs NVS
+89.9%
-16.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | -15.4% | +16.0% | +5.0% |
| 30D | -1.4% | -12.3% | +11.0% | +1.7% |
| 3M | +15.7% | -7.8% | +23.6% | +17.2% |
| 6M | +32.2% | -13.0% | +45.2% | +36.3% |
| YTD | +15.8% | +2.8% | +13.0% | +12.5% |
| 1Y | +27.3% | +10.6% | +16.6% | +20.3% |
| 3Y | +137.5% | +55.1% | +82.4% | +90.5% |
| 5Y | +73.1% | +91.7% | -18.6% | +17.4% |
| All | +73.1% | +89.9% | -16.9% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling