+30.4%
BIL vs NVS
+451.3%
-420.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | 0.0% |
| 7D | +0.1% | -14.6% | +14.7% | +0.1% |
| 30D | +0.3% | -11.9% | +12.2% | +0.3% |
| 3M | +0.9% | -6.0% | +6.9% | +0.9% |
| 6M | +1.8% | -11.4% | +13.2% | +1.8% |
| YTD | +2.5% | +2.9% | -0.5% | +2.5% |
| 1Y | +3.7% | +10.2% | -6.5% | +3.7% |
| 3Y | +14.1% | +55.3% | -41.2% | +14.2% |
| 5Y | +19.4% | +89.6% | -70.2% | +19.6% |
| 10Y | +25.3% | +176.1% | -150.8% | +25.6% |
| All | +30.4% | +451.3% | -420.9% | +31.6% |
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