+18.4%
BX vs NVS
+92.9%
-74.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -5.6% | -14.3% | +8.7% | -0.8% |
| 30D | -12.2% | -10.0% | -2.3% | -9.6% |
| 3M | +7.4% | -10.9% | +18.3% | +10.7% |
| 6M | +22.2% | -12.0% | +34.1% | +26.3% |
| YTD | -14.0% | +2.5% | -16.5% | -16.4% |
| 1Y | -27.3% | +10.7% | -38.0% | -31.6% |
| 3Y | +24.5% | +53.3% | -28.8% | -1.6% |
| All | +18.4% | +92.9% | -74.5% | -22.6% |
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 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