+1,003.0%
BE vs NVS
+149.7%
+853.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +9.0% | -14.3% | +23.3% | +15.3% |
| 30D | +16.3% | -10.0% | +26.2% | +19.6% |
| 3M | +10.8% | -10.9% | +21.7% | +13.4% |
| 6M | +73.2% | -12.0% | +85.2% | +78.2% |
| YTD | +217.4% | +2.5% | +214.8% | +197.4% |
| 1Y | +309.8% | +10.7% | +299.1% | +265.1% |
| 3Y | +1,726.2% | +53.3% | +1,672.9% | +1,168.5% |
| 5Y | +1,306.2% | +93.6% | +1,212.6% | +684.0% |
| All | +1,003.0% | +149.7% | +853.3% | +449.5% |
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