+470.3%
BAC vs NVS
+1,269.4%
-799.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +1.1% | +4.0% | -2.9% | -1.2% |
| 30D | -0.4% | +3.6% | -4.0% | -2.6% |
| 3M | +16.9% | +7.8% | +9.1% | +11.4% |
| 6M | +26.6% | -0.2% | +26.8% | +25.6% |
| YTD | +15.8% | +19.6% | -3.8% | +3.4% |
| 1Y | +27.2% | +28.4% | -1.2% | +8.6% |
| 3Y | +132.4% | +76.2% | +56.2% | +61.8% |
| 5Y | +72.6% | +111.1% | -38.5% | +6.8% |
| 10Y | +389.7% | +224.3% | +165.5% | +132.5% |
| All | +470.3% | +1,269.4% | -799.1% | +49.3% |
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