-34.8%
BROS vs NVS
+27.7%
-62.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | -6.7% | +4.0% | -10.7% | -8.1% |
| 30D | -29.1% | +3.6% | -32.7% | -30.0% |
| 3M | -16.7% | +7.8% | -24.5% | -19.6% |
| 6M | -11.6% | -0.2% | -11.4% | -11.6% |
| YTD | -23.9% | +19.6% | -43.5% | -30.5% |
| 1Y | -34.8% | +28.4% | -63.2% | -42.8% |
| All | -34.8% | +27.7% | -62.5% | -42.8% |
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