+448.5%
BP vs NVS
+1,269.4%
-820.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | +3.9% | +4.0% | -0.1% | +2.1% |
| 30D | +7.6% | +3.6% | +4.0% | +5.7% |
| 3M | +0.7% | +7.8% | -7.1% | -3.1% |
| 6M | +15.5% | -0.2% | +15.7% | +14.3% |
| YTD | +30.8% | +19.6% | +11.3% | +19.0% |
| 1Y | +34.3% | +28.4% | +5.9% | +17.8% |
| 3Y | +35.1% | +76.2% | -41.1% | +0.5% |
| 5Y | +126.8% | +111.1% | +15.8% | +52.9% |
| 10Y | +123.4% | +224.3% | -100.9% | +22.4% |
| All | +448.5% | +1,269.4% | -820.9% | +83.1% |
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