-33.1%
BAX vs NVS
+260.1%
-293.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -1.3% | +1.3% | +0.7% |
| 30D | +4.1% | +9.3% | -5.2% | -0.7% |
| 3M | -4.5% | +5.8% | -10.3% | -8.4% |
| 6M | +49.2% | +7.2% | +42.1% | +42.1% |
| YTD | +35.2% | +20.0% | +15.3% | +21.4% |
| 1Y | +38.3% | +25.4% | +12.9% | +21.2% |
| 3Y | -19.0% | +89.2% | -108.2% | -43.0% |
| 5Y | -64.2% | +134.6% | -198.8% | -77.9% |
| All | -33.1% | +260.1% | -293.2% | -65.5% |
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