+1,218.2%
BE vs NVS
+92.5%
+1,125.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -15.7% | +25.4% | +11.7% |
| 30D | +22.4% | -11.1% | +33.5% | +23.2% |
| 3M | +10.4% | -7.2% | +17.5% | +9.4% |
| 6M | +67.9% | -12.3% | +80.2% | +69.2% |
| YTD | +197.5% | +2.8% | +194.7% | +186.4% |
| 1Y | +310.6% | +11.9% | +298.6% | +284.3% |
| 3Y | +1,657.2% | +55.1% | +1,602.2% | +1,341.5% |
| 5Y | +1,218.2% | +94.1% | +1,124.1% | +830.9% |
| All | +1,218.2% | +92.5% | +1,125.7% | +830.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling