-10.6%
BITO vs NVS
+96.5%
-107.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.4% | -14.3% | +10.8% | 0.0% |
| 30D | +21.4% | -10.0% | +31.4% | +24.0% |
| 3M | +20.5% | -10.9% | +31.4% | +23.2% |
| 6M | +7.4% | -12.0% | +19.3% | +10.1% |
| YTD | -13.9% | +2.5% | -16.4% | -15.6% |
| 1Y | -35.1% | +10.7% | -45.7% | -37.9% |
| 3Y | +156.8% | +53.3% | +103.5% | +109.5% |
| All | -10.6% | +96.5% | -107.1% | -41.1% |
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