+45.6%
BMY vs NVS
+37.6%
+7.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +2.0% |
| 7D | +6.0% | +5.7% | +0.3% | +2.7% |
| 30D | +9.1% | +17.1% | -7.9% | +0.1% |
| 3M | -2.6% | +7.6% | -10.2% | -7.8% |
| 6M | +13.1% | +14.1% | -0.9% | +2.9% |
| YTD | +23.0% | +23.3% | -0.3% | +9.0% |
| 1Y | +45.6% | +36.0% | +9.6% | +23.9% |
| All | +45.6% | +37.6% | +7.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling