+3,965.5%
BTI vs NVS
+1,076.7%
+2,888.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.4% | -15.4% | +13.0% | +3.7% |
| 30D | -4.8% | -12.3% | +7.5% | -0.4% |
| 3M | -8.1% | -7.8% | -0.3% | -6.0% |
| 6M | -4.2% | -13.0% | +8.8% | +0.3% |
| YTD | -1.3% | +2.8% | -4.0% | -3.6% |
| 1Y | +2.1% | +10.6% | -8.5% | -3.4% |
| 3Y | +108.9% | +55.1% | +53.9% | +70.1% |
| 5Y | +114.5% | +91.7% | +22.8% | +58.8% |
| 10Y | +72.2% | +181.2% | -109.0% | +8.8% |
| All | +3,965.5% | +1,076.7% | +2,888.8% | +1,464.6% |
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 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