+3,342.8%
BHP vs NVS
+1,076.7%
+2,266.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +0.9% | -15.4% | +16.3% | +9.5% |
| 30D | +4.0% | -12.3% | +16.3% | +10.5% |
| 3M | +11.3% | -7.8% | +19.1% | +14.4% |
| 6M | +29.3% | -13.0% | +42.3% | +37.3% |
| YTD | +59.2% | +2.8% | +56.5% | +53.8% |
| 1Y | +80.8% | +10.6% | +70.2% | +66.8% |
| 3Y | +88.0% | +55.1% | +32.9% | +40.5% |
| 5Y | +126.6% | +91.7% | +35.0% | +47.6% |
| 10Y | +515.7% | +181.2% | +334.5% | +220.0% |
| All | +3,342.8% | +1,076.7% | +2,266.1% | +924.7% |
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