+246.5%
BBY vs NVS
+179.5%
+67.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.6% | -14.3% | +14.9% | +6.5% |
| 30D | +9.4% | -10.0% | +19.4% | +13.4% |
| 3M | +19.3% | -10.9% | +30.2% | +23.9% |
| 6M | +47.9% | -12.0% | +59.9% | +54.0% |
| YTD | +39.6% | +2.5% | +37.0% | +35.4% |
| 1Y | +22.2% | +10.7% | +11.5% | +14.2% |
| 3Y | +45.0% | +53.3% | -8.3% | +14.3% |
| 5Y | +2.6% | +93.6% | -91.0% | -30.1% |
| All | +246.5% | +179.5% | +67.0% | +115.1% |
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