+75.8%
BND vs NVS
+453.2%
-377.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -0.1% | -15.4% | +15.2% | +0.2% |
| 30D | -0.2% | -12.3% | +12.1% | 0.0% |
| 3M | -0.7% | -7.8% | +7.1% | -0.5% |
| 6M | -1.7% | -13.0% | +11.3% | -1.4% |
| YTD | -0.5% | +2.8% | -3.3% | -0.6% |
| 1Y | +0.4% | +10.6% | -10.3% | +0.1% |
| 3Y | +13.1% | +55.1% | -41.9% | +12.0% |
| 5Y | -2.1% | +91.7% | -93.8% | -3.4% |
| 10Y | +15.7% | +181.2% | -165.5% | +14.0% |
| All | +75.8% | +453.2% | -377.4% | +70.7% |
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