+19.7%
BROS vs NVS
+94.2%
-74.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -5.8% | -14.3% | +8.5% | -1.1% |
| 30D | -14.0% | -10.0% | -4.0% | -11.5% |
| 3M | -32.5% | -10.9% | -21.6% | -30.4% |
| 6M | -14.9% | -12.0% | -2.9% | -12.0% |
| YTD | -28.3% | +2.5% | -30.8% | -30.0% |
| 1Y | -34.0% | +10.7% | -44.7% | -37.5% |
| 3Y | +63.0% | +53.3% | +9.7% | +31.7% |
| All | +19.7% | +94.2% | -74.5% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling