+912.2%
BX vs NVS
+455.9%
+456.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | -5.7% | -15.4% | +9.7% | +5.3% |
| 30D | -8.9% | -12.3% | +3.4% | -1.5% |
| 3M | +8.4% | -7.8% | +16.2% | +12.2% |
| 6M | +18.9% | -13.0% | +31.9% | +28.4% |
| YTD | -13.6% | +2.8% | -16.4% | -18.2% |
| 1Y | -22.4% | +10.6% | -33.1% | -31.1% |
| 3Y | +26.0% | +55.1% | -29.1% | -17.7% |
| 5Y | +18.8% | +91.7% | -72.9% | -36.7% |
| 10Y | +668.7% | +181.2% | +487.5% | +182.6% |
| All | +912.2% | +455.9% | +456.3% | +62.7% |
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