+60.7%
BMY vs NVS
+179.5%
-118.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.8% | -14.3% | +9.5% | +2.6% |
| 30D | -0.1% | -10.0% | +9.9% | +4.7% |
| 3M | +13.1% | -10.9% | +24.0% | +19.2% |
| 6M | +8.4% | -12.0% | +20.4% | +15.0% |
| YTD | +22.0% | +2.5% | +19.5% | +19.5% |
| 1Y | +40.3% | +10.7% | +29.6% | +31.9% |
| 3Y | +20.5% | +53.3% | -32.8% | -4.9% |
| 5Y | +23.7% | +93.6% | -69.9% | -14.9% |
| All | +60.7% | +179.5% | -118.8% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling