-38.3%
BAX vs NVS
+180.2%
-218.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -15.7% | +10.3% | +2.5% |
| 30D | -12.4% | -11.1% | -1.3% | -7.8% |
| 3M | +19.1% | -7.2% | +26.3% | +22.3% |
| 6M | +38.6% | -12.3% | +50.9% | +46.7% |
| YTD | +26.7% | +2.8% | +24.0% | +23.4% |
| 1Y | +1.0% | +11.9% | -10.9% | -6.0% |
| 3Y | -33.9% | +55.1% | -88.9% | -48.2% |
| 5Y | -67.0% | +94.1% | -161.1% | -77.4% |
| All | -38.3% | +180.2% | -218.5% | -61.8% |
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