+25.3%
BIL vs NVS
+179.5%
-154.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.1% | -14.3% | +14.3% | +0.1% |
| 30D | +0.3% | -10.0% | +10.2% | +0.3% |
| 3M | +0.9% | -10.9% | +11.8% | +0.9% |
| 6M | +1.8% | -12.0% | +13.8% | +1.8% |
| YTD | +2.5% | +2.5% | 0.0% | +2.5% |
| 1Y | +3.7% | +10.7% | -7.0% | +3.7% |
| 3Y | +14.1% | +53.3% | -39.2% | +14.1% |
| 5Y | +19.5% | +93.6% | -74.1% | +19.5% |
| All | +25.3% | +179.5% | -154.2% | +25.4% |
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