+141.3%
BP vs NVS
+92.5%
+48.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -15.7% | +21.4% | +8.8% |
| 30D | +8.1% | -11.1% | +19.2% | +9.8% |
| 3M | +8.6% | -7.2% | +15.8% | +9.2% |
| 6M | +18.1% | -12.3% | +30.5% | +20.1% |
| YTD | +37.6% | +2.8% | +34.9% | +33.8% |
| 1Y | +39.4% | +11.9% | +27.5% | +32.0% |
| 3Y | +40.1% | +55.1% | -15.0% | +17.9% |
| 5Y | +141.3% | +94.1% | +47.3% | +79.4% |
| All | +141.3% | +92.5% | +48.8% | +79.4% |
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 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