+258.4%
NVS vs BAH
+198.8%
+59.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +9.3% | +20.8% | -11.5% | +5.7% |
| 3M | +5.8% | +11.6% | -5.8% | +3.6% |
| 6M | +7.2% | +23.1% | -15.9% | +2.8% |
| YTD | +20.0% | +5.3% | +14.7% | +17.1% |
| 1Y | +25.4% | +6.1% | +19.2% | +21.9% |
| 3Y | +89.2% | -27.5% | +116.7% | +93.1% |
| 5Y | +134.6% | +6.2% | +128.4% | +114.0% |
| All | +258.4% | +198.8% | +59.7% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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