+12,882.1%
BLK vs NVS
+842.3%
+12,039.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.3% | -14.3% | +11.0% | +3.8% |
| 30D | -6.5% | -10.0% | +3.4% | -2.5% |
| 3M | +6.7% | -10.9% | +17.6% | +11.5% |
| 6M | +14.7% | -12.0% | +26.7% | +20.4% |
| YTD | +2.5% | +2.5% | 0.0% | -0.9% |
| 1Y | -2.8% | +10.7% | -13.5% | -10.0% |
| 3Y | +65.9% | +53.3% | +12.6% | +26.8% |
| 5Y | +33.0% | +93.6% | -60.6% | -11.2% |
| 10Y | +281.2% | +180.6% | +100.6% | +110.8% |
| All | +12,882.1% | +842.3% | +12,039.7% | +4,660.4% |
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