+18.4%
BROS vs NVS
+94.7%
-76.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | -15.7% | +9.6% | -0.8% |
| 30D | -12.4% | -11.1% | -1.3% | -9.5% |
| 3M | -27.9% | -7.2% | -20.8% | -26.9% |
| 6M | -16.8% | -12.3% | -4.5% | -13.8% |
| YTD | -29.0% | +2.8% | -31.8% | -30.8% |
| 1Y | -33.2% | +11.9% | -45.1% | -37.0% |
| 3Y | +56.8% | +55.1% | +1.7% | +26.0% |
| All | +18.4% | +94.7% | -76.2% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling