-2.8%
BSX vs NVS
+92.9%
-95.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -10.1% | -14.3% | +4.2% | -5.2% |
| 30D | -16.4% | -10.0% | -6.5% | -13.4% |
| 3M | -8.9% | -10.9% | +2.0% | -5.4% |
| 6M | -38.3% | -12.0% | -26.3% | -35.8% |
| YTD | -54.9% | +2.5% | -57.4% | -55.8% |
| 1Y | -58.8% | +10.7% | -69.5% | -60.9% |
| 3Y | -21.2% | +53.3% | -74.5% | -36.0% |
| All | -2.8% | +92.9% | -95.7% | -32.2% |
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