+911.5%
BE vs NVS
+191.3%
+720.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.3% |
| 7D | +20.0% | +4.0% | +16.0% | +17.5% |
| 30D | +7.9% | +3.6% | +4.3% | +5.6% |
| 3M | -13.2% | +7.8% | -21.0% | -17.6% |
| 6M | +53.5% | -0.2% | +53.6% | +52.0% |
| YTD | +191.0% | +19.6% | +171.4% | +158.0% |
| 1Y | +360.5% | +28.4% | +332.1% | +289.5% |
| 3Y | +1,568.0% | +76.2% | +1,491.8% | +1,008.2% |
| 5Y | +1,055.2% | +111.1% | +944.1% | +548.8% |
| All | +911.5% | +191.3% | +720.2% | +376.7% |
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