+406.7%
BNY vs NVS
+179.5%
+227.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | -14.3% | +12.9% | +4.7% |
| 30D | -0.2% | -10.0% | +9.8% | +3.4% |
| 3M | +14.9% | -10.9% | +25.8% | +19.2% |
| 6M | +40.0% | -12.0% | +52.0% | +45.7% |
| YTD | +42.0% | +2.5% | +39.5% | +37.2% |
| 1Y | +56.9% | +10.7% | +46.2% | +45.5% |
| 3Y | +289.9% | +53.3% | +236.6% | +199.2% |
| 5Y | +259.2% | +93.6% | +165.6% | +136.9% |
| All | +406.7% | +179.5% | +227.2% | +204.2% |
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 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