+1,588.8%
BDX vs NVS
+1,076.7%
+512.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -3.6% | -15.4% | +11.8% | +2.3% |
| 30D | +0.7% | -12.3% | +13.0% | +5.2% |
| 3M | +19.0% | -7.8% | +26.8% | +21.8% |
| 6M | +10.8% | -13.0% | +23.8% | +15.9% |
| YTD | +20.1% | +2.8% | +17.4% | +17.9% |
| 1Y | +23.1% | +10.6% | +12.4% | +17.4% |
| 3Y | -8.8% | +55.1% | -63.9% | -23.7% |
| 5Y | -1.4% | +91.7% | -93.1% | -24.1% |
| 10Y | +60.5% | +181.2% | -120.7% | +7.3% |
| All | +1,588.8% | +1,076.7% | +512.1% | +615.0% |
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