+175.5%
NVS vs BAH
+207.1%
-31.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.8% |
| 7D | -15.7% | +2.4% | -18.1% | -16.0% |
| 30D | -11.1% | -2.9% | -8.1% | -10.7% |
| 3M | -7.2% | -1.3% | -5.8% | -7.2% |
| 6M | -12.3% | -0.9% | -11.4% | -12.8% |
| YTD | +2.8% | -8.2% | +11.0% | +2.9% |
| 1Y | +11.9% | -24.0% | +35.9% | +16.0% |
| 3Y | +55.1% | -28.1% | +83.2% | +57.0% |
| 5Y | +94.1% | +2.5% | +91.6% | +76.4% |
| All | +175.5% | +207.1% | -31.5% | +109.2% |
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