+33.4%
BMY vs NVTS
-16.8%
+50.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.2% |
| 7D | -4.8% | -1.4% | -3.3% | -4.8% |
| 30D | -0.1% | -16.5% | +16.4% | -0.1% |
| 3M | +13.1% | -47.6% | +60.7% | +13.3% |
| 6M | +8.4% | +7.3% | +1.1% | +8.0% |
| YTD | +22.0% | +62.9% | -40.9% | +21.3% |
| 1Y | +40.3% | +91.3% | -51.0% | +39.2% |
| 3Y | +20.5% | +43.4% | -22.9% | +18.7% |
| All | +33.4% | -16.8% | +50.2% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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