+35.6%
BMY vs NVTS
-14.2%
+49.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | -3.3% | +9.7% | -13.0% | -3.4% |
| 30D | 0.0% | -13.6% | +13.6% | 0.0% |
| 3M | +17.7% | -51.0% | +68.7% | +18.0% |
| 6M | +9.6% | +46.3% | -36.7% | +9.1% |
| YTD | +24.0% | +68.1% | -44.1% | +23.3% |
| 1Y | +45.1% | +113.9% | -68.8% | +43.9% |
| 3Y | +22.5% | +45.3% | -22.8% | +20.6% |
| All | +35.6% | -14.2% | +49.8% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling