+152.1%
BTSG vs NVS
+27.7%
+124.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | +2.7% | +4.0% | -1.3% | +2.0% |
| 30D | -3.6% | +3.6% | -7.2% | -4.3% |
| 3M | +5.8% | +7.8% | -2.0% | +4.3% |
| 6M | +44.7% | -0.2% | +44.9% | +45.3% |
| YTD | +62.2% | +19.6% | +42.6% | +57.1% |
| 1Y | +152.1% | +28.4% | +123.7% | +139.8% |
| All | +152.1% | +27.7% | +124.4% | +139.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling