+289.9%
BNY vs NVS
+54.2%
+235.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | -14.3% | +12.9% | +0.9% |
| 30D | -0.2% | -10.0% | +9.8% | +1.2% |
| 3M | +14.9% | -10.9% | +25.8% | +16.6% |
| 6M | +40.0% | -12.0% | +52.0% | +42.0% |
| YTD | +42.0% | +2.5% | +39.5% | +40.0% |
| 1Y | +56.9% | +10.7% | +46.2% | +52.2% |
| 3Y | +289.9% | +53.3% | +236.6% | +245.0% |
| All | +289.9% | +54.2% | +235.6% | +245.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling