+34.0%
BN vs NVS
+134.2%
-100.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | +14.0% | +9.3% | +4.7% | +10.6% |
| 3M | -9.0% | +5.8% | -14.8% | -11.4% |
| 6M | -8.8% | +7.2% | -16.0% | -12.0% |
| YTD | -10.3% | +20.0% | -30.2% | -17.3% |
| 1Y | -5.8% | +25.4% | -31.2% | -14.8% |
| 3Y | +94.8% | +89.2% | +5.6% | +42.9% |
| All | +34.0% | +134.2% | -100.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling