+478.7%
BP vs NVS
+1,273.7%
-795.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.8% | -1.3% | +5.1% | +4.3% |
| 30D | -5.3% | +9.3% | -14.6% | -9.2% |
| 3M | +9.3% | +5.8% | +3.5% | +5.1% |
| 6M | +7.2% | +7.2% | 0.0% | +2.1% |
| YTD | +38.0% | +20.0% | +18.1% | +23.9% |
| 1Y | +33.2% | +25.4% | +7.8% | +17.0% |
| 3Y | +50.3% | +89.2% | -38.9% | +7.0% |
| 5Y | +114.1% | +134.6% | -20.5% | +35.7% |
| 10Y | +140.7% | +251.4% | -110.6% | +25.8% |
| All | +478.7% | +1,273.7% | -795.0% | +90.6% |
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