+33.6%
BMY vs NVTS
-20.2%
+53.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.0% |
| 7D | -6.4% | +0.5% | -6.8% | -6.4% |
| 30D | +0.2% | -18.0% | +18.2% | +0.3% |
| 3M | +16.0% | -45.6% | +61.6% | +16.1% |
| 6M | +8.3% | +28.5% | -20.1% | +7.9% |
| YTD | +22.2% | +56.2% | -34.0% | +21.5% |
| 1Y | +41.7% | +97.7% | -56.0% | +40.6% |
| 3Y | +20.7% | +35.0% | -14.3% | +18.9% |
| All | +33.6% | -20.2% | +53.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling