+24.3%
BMY vs NVS
+92.9%
-68.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.8% | -14.3% | +9.5% | +2.2% |
| 30D | -0.1% | -10.0% | +9.9% | +4.4% |
| 3M | +13.1% | -10.9% | +24.0% | +18.8% |
| 6M | +8.4% | -12.0% | +20.4% | +14.5% |
| YTD | +22.0% | +2.5% | +19.5% | +19.7% |
| 1Y | +40.3% | +10.7% | +29.6% | +32.7% |
| 3Y | +20.5% | +53.3% | -32.8% | -1.6% |
| All | +24.3% | +92.9% | -68.6% | -11.6% |
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 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