+795.1%
BKNG vs NVS
+767.1%
+28.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -15.7% | +5.0% | -3.9% |
| 30D | -18.1% | -11.1% | -7.0% | -14.1% |
| 3M | +8.5% | -7.2% | +15.7% | +11.5% |
| 6M | -0.1% | -12.3% | +12.3% | +5.1% |
| YTD | -18.2% | +2.8% | -21.0% | -20.2% |
| 1Y | -19.9% | +11.9% | -31.8% | -24.9% |
| 3Y | +41.6% | +55.1% | -13.5% | +11.8% |
| 5Y | +93.1% | +94.1% | -0.9% | +36.0% |
| 10Y | +214.8% | +181.2% | +33.6% | +86.2% |
| All | +795.1% | +767.1% | +28.0% | +270.1% |
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