+359.5%
BAC vs NVS
+1,271.6%
-912.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | -1.0% | +2.5% | +2.1% |
| 30D | -6.4% | +12.5% | -18.9% | -12.3% |
| 3M | -21.7% | +5.2% | -26.9% | -24.9% |
| 6M | +0.5% | +8.2% | -7.7% | -5.6% |
| YTD | -6.7% | +19.8% | -26.5% | -17.7% |
| 1Y | -4.7% | +24.8% | -29.5% | -17.9% |
| 3Y | +96.1% | +90.0% | +6.1% | +29.3% |
| 5Y | +21.7% | +134.3% | -112.6% | -29.9% |
| 10Y | +232.0% | +250.8% | -18.8% | +49.2% |
| All | +359.5% | +1,271.6% | -912.1% | +18.9% |
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