+67.5%
BMY vs NVT
+731.8%
-664.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.7% |
| 7D | -4.8% | +4.1% | -8.8% | -5.2% |
| 30D | -0.1% | -5.1% | +5.0% | +0.4% |
| 3M | +13.1% | -1.2% | +14.3% | +12.5% |
| 6M | +8.4% | +46.6% | -38.2% | +1.6% |
| YTD | +22.0% | +60.0% | -38.0% | +12.6% |
| 1Y | +40.3% | +70.8% | -30.5% | +27.8% |
| 3Y | +20.5% | +187.5% | -167.0% | -2.6% |
| 5Y | +23.7% | +426.1% | -402.4% | -14.0% |
| All | +67.5% | +731.8% | -664.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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