+598.3%
BMY vs NVS
+1,078.6%
-480.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.7% | +3.0% |
| 7D | -3.3% | -14.6% | +11.3% | +3.2% |
| 30D | 0.0% | -11.9% | +11.9% | +5.1% |
| 3M | +17.7% | -6.0% | +23.7% | +20.3% |
| 6M | +9.6% | -11.4% | +21.0% | +15.1% |
| YTD | +24.0% | +2.9% | +21.1% | +21.9% |
| 1Y | +45.1% | +10.2% | +34.9% | +38.3% |
| 3Y | +22.5% | +55.3% | -32.8% | 0.0% |
| 5Y | +22.3% | +89.6% | -67.3% | -9.2% |
| 10Y | +62.0% | +176.1% | -114.1% | +1.4% |
| All | +598.3% | +1,078.6% | -480.3% | +155.6% |
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 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