-20.3%
BROS vs NVS
+37.6%
-57.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.2% |
| 7D | +2.5% | +5.7% | -3.2% | +0.7% |
| 30D | +15.1% | +17.1% | -2.0% | +9.6% |
| 3M | -31.4% | +7.6% | -39.0% | -33.6% |
| 6M | -22.6% | +14.1% | -36.7% | -28.5% |
| YTD | -28.1% | +23.3% | -51.5% | -39.3% |
| 1Y | -20.3% | +36.0% | -56.3% | -38.3% |
| All | -20.3% | +37.6% | -57.9% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling