+118.3%
BTI vs NVS
+92.9%
+25.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.2% | -14.3% | +14.1% | +4.7% |
| 30D | -1.1% | -10.0% | +8.9% | +1.7% |
| 3M | -8.8% | -10.9% | +2.1% | -5.9% |
| 6M | -4.0% | -12.0% | +8.0% | -0.6% |
| YTD | +0.4% | +2.5% | -2.2% | -2.1% |
| 1Y | +1.9% | +10.7% | -8.7% | -3.7% |
| 3Y | +108.5% | +53.3% | +55.2% | +69.2% |
| All | +118.3% | +92.9% | +25.4% | +51.6% |
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 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