+31.3%
BIL vs NVS
+542.6%
-511.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | -1.3% | +1.3% | +0.1% |
| 30D | +0.3% | +9.3% | -8.9% | +0.4% |
| 3M | +1.0% | +5.8% | -4.8% | +1.0% |
| 6M | +1.9% | +7.2% | -5.3% | +1.9% |
| YTD | +3.2% | +20.0% | -16.8% | +3.2% |
| 1Y | +3.7% | +25.4% | -21.7% | +3.8% |
| 3Y | +13.8% | +89.2% | -75.4% | +14.0% |
| 5Y | +20.3% | +134.6% | -114.3% | +20.5% |
| 10Y | +26.2% | +251.4% | -225.2% | +26.6% |
| All | +31.3% | +542.6% | -511.3% | +32.5% |
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