+9,828.2%
BN vs NVS
+1,269.4%
+8,558.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -2.5% | +4.0% | -6.5% | -4.4% |
| 30D | -9.5% | +3.6% | -13.1% | -11.2% |
| 3M | -10.4% | +7.8% | -18.2% | -14.0% |
| 6M | -6.4% | -0.2% | -6.2% | -6.9% |
| YTD | -11.9% | +19.6% | -31.4% | -19.5% |
| 1Y | -8.6% | +28.4% | -37.0% | -19.6% |
| 3Y | +77.6% | +76.2% | +1.4% | +33.0% |
| 5Y | +37.0% | +111.1% | -74.0% | -6.6% |
| 10Y | +266.4% | +224.3% | +42.1% | +107.7% |
| All | +9,828.2% | +1,269.4% | +8,558.9% | +3,381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling