+661.1%
BX vs NVS
+179.5%
+481.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.6% | -14.3% | +8.7% | +1.5% |
| 30D | -12.2% | -10.0% | -2.3% | -8.4% |
| 3M | +7.4% | -10.9% | +18.3% | +12.2% |
| 6M | +22.2% | -12.0% | +34.1% | +28.4% |
| YTD | -14.0% | +2.5% | -16.5% | -17.2% |
| 1Y | -27.3% | +10.7% | -38.0% | -33.3% |
| 3Y | +24.5% | +53.3% | -28.8% | -8.8% |
| 5Y | +18.9% | +93.6% | -74.7% | -27.6% |
| All | +661.1% | +179.5% | +481.5% | +338.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling