+23.9%
BMY vs NVT
+399.9%
-376.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -6.4% | +2.0% | -8.4% | -6.4% |
| 30D | +0.2% | -7.2% | +7.4% | +0.4% |
| 3M | +16.0% | -0.9% | +16.9% | +15.6% |
| 6M | +8.3% | +42.6% | -34.3% | +5.8% |
| YTD | +22.2% | +52.9% | -30.7% | +18.8% |
| 1Y | +41.7% | +64.5% | -22.8% | +37.1% |
| 3Y | +20.7% | +178.0% | -157.3% | +9.3% |
| 5Y | +23.9% | +402.8% | -378.9% | -0.5% |
| All | +23.9% | +399.9% | -376.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling