+53.4%
BHP vs NVS
+37.6%
+15.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.7% |
| 7D | -2.5% | +5.7% | -8.2% | -3.8% |
| 30D | -7.7% | +17.1% | -24.8% | -11.2% |
| 3M | -6.4% | +7.6% | -14.0% | -9.0% |
| 6M | +5.2% | +14.1% | -8.9% | -2.2% |
| YTD | +38.3% | +23.3% | +15.0% | +25.3% |
| 1Y | +53.4% | +36.0% | +17.4% | +32.1% |
| All | +53.4% | +37.6% | +15.7% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling