+476.4%
BHP vs NVS
+179.5%
+296.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -14.3% | +10.7% | +3.4% |
| 30D | -1.2% | -10.0% | +8.8% | +3.0% |
| 3M | +1.2% | -10.9% | +12.1% | +5.6% |
| 6M | +21.4% | -12.0% | +33.4% | +27.5% |
| YTD | +50.4% | +2.5% | +47.9% | +45.0% |
| 1Y | +67.5% | +10.7% | +56.8% | +54.0% |
| 3Y | +72.8% | +53.3% | +19.5% | +28.5% |
| 5Y | +112.6% | +93.6% | +19.0% | +32.8% |
| All | +476.4% | +179.5% | +296.9% | +242.2% |
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