+171.6%
BKR vs NVS
+92.9%
+78.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.0% | -14.3% | +7.3% | -4.4% |
| 30D | -8.1% | -10.0% | +1.8% | -6.6% |
| 3M | -6.6% | -10.9% | +4.3% | -5.1% |
| 6M | +0.9% | -12.0% | +12.8% | +2.7% |
| YTD | +31.1% | +2.5% | +28.6% | +28.2% |
| 1Y | +27.7% | +10.7% | +17.0% | +22.1% |
| 3Y | +71.2% | +53.3% | +17.9% | +46.6% |
| All | +171.6% | +92.9% | +78.7% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling