+433.9%
BTSG vs NVS
+41.8%
+392.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -3.3% | -14.3% | +11.0% | -1.0% |
| 30D | -1.6% | -10.0% | +8.4% | -0.6% |
| 3M | -6.9% | -10.9% | +4.0% | -5.7% |
| 6M | +42.1% | -12.0% | +54.1% | +44.5% |
| YTD | +56.8% | +2.5% | +54.3% | +52.7% |
| 1Y | +109.8% | +10.7% | +99.1% | +99.6% |
| All | +433.9% | +41.8% | +392.1% | +354.2% |
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