+468.7%
BTSG vs NVS
+42.3%
+426.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -13.9% | +16.9% | +5.4% |
| 7D | +5.7% | -14.6% | +20.4% | +8.4% |
| 30D | +0.2% | -11.9% | +12.1% | +1.9% |
| 3M | +5.6% | -6.0% | +11.6% | +5.6% |
| 6M | +50.8% | -11.4% | +62.2% | +53.1% |
| YTD | +67.0% | +2.9% | +64.1% | +62.6% |
| 1Y | +145.5% | +10.2% | +135.3% | +133.8% |
| All | +468.7% | +42.3% | +426.4% | +383.5% |
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