+22.0%
BMY vs NVTS
+37.8%
-15.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -4.8% | +3.5% | -8.3% | -4.8% |
| 30D | -0.7% | -11.9% | +11.3% | -0.6% |
| 3M | +15.3% | -49.2% | +64.6% | +15.6% |
| 6M | +8.5% | +38.4% | -29.9% | +7.8% |
| YTD | +23.4% | +62.5% | -39.0% | +22.5% |
| 1Y | +42.9% | +101.4% | -58.5% | +41.2% |
| All | +22.0% | +37.8% | -15.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling