+23.3%
BTDR vs NVS
+81.4%
-58.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +14.8% | -15.4% | +30.2% | +14.7% |
| 30D | +41.8% | -12.3% | +54.1% | +41.6% |
| 3M | -29.2% | -7.8% | -21.4% | -29.5% |
| 6M | +66.2% | -13.0% | +79.1% | +65.1% |
| YTD | +10.0% | +2.8% | +7.2% | +10.4% |
| 1Y | -11.0% | +10.6% | -21.6% | -10.0% |
| 3Y | +6.9% | +55.1% | -48.1% | +9.0% |
| 5Y | +24.7% | +91.7% | -67.0% | +27.6% |
| All | +23.3% | +81.4% | -58.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling