+258.5%
BN vs NVS
+179.5%
+78.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | -5.2% | -14.3% | +9.1% | +2.3% |
| 30D | -14.5% | -10.0% | -4.5% | -10.6% |
| 3M | -15.0% | -10.9% | -4.1% | -11.0% |
| 6M | -5.4% | -12.0% | +6.6% | -0.4% |
| YTD | -16.4% | +2.5% | -18.9% | -19.7% |
| 1Y | -16.2% | +10.7% | -26.9% | -23.5% |
| 3Y | +67.5% | +53.3% | +14.2% | +21.5% |
| 5Y | +34.1% | +93.6% | -59.5% | -19.3% |
| All | +258.5% | +179.5% | +78.9% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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