+81.0%
BSX vs NVS
+179.5%
-98.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -10.1% | -14.3% | +4.2% | -3.1% |
| 30D | -16.4% | -10.0% | -6.5% | -12.3% |
| 3M | -8.9% | -10.9% | +2.0% | -4.0% |
| 6M | -38.3% | -12.0% | -26.3% | -34.8% |
| YTD | -54.9% | +2.5% | -57.4% | -56.4% |
| 1Y | -58.8% | +10.7% | -69.5% | -61.9% |
| 3Y | -21.2% | +53.3% | -74.5% | -41.3% |
| 5Y | -3.3% | +93.6% | -96.9% | -39.4% |
| All | +81.0% | +179.5% | -98.6% | -3.6% |
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 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