+3.0%
BIL vs NVS
+37.6%
-34.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | 0.0% |
| 7D | -0.3% | +5.7% | -6.0% | -0.3% |
| 30D | 0.0% | +17.1% | -17.1% | 0.0% |
| 3M | +0.3% | +7.6% | -7.3% | +0.3% |
| 6M | +1.2% | +14.1% | -12.9% | +1.2% |
| YTD | +2.4% | +23.3% | -20.9% | +2.4% |
| 1Y | +3.0% | +36.0% | -33.0% | +3.0% |
| All | +3.0% | +37.6% | -34.6% | +3.0% |
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