-33.4%
BAX vs NVS
+54.6%
-87.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.1% | -15.4% | +10.3% | +2.2% |
| 30D | -12.2% | -12.3% | +0.1% | -7.3% |
| 3M | +21.8% | -7.8% | +29.6% | +24.9% |
| 6M | +36.3% | -13.0% | +49.3% | +43.9% |
| YTD | +27.8% | +2.8% | +25.1% | +24.2% |
| 1Y | -0.1% | +10.6% | -10.7% | -6.5% |
| All | -33.4% | +54.6% | -87.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling