+53.7%
NVS vs BAH
-31.4%
+85.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -15.4% | -1.3% | -14.1% | -15.3% |
| 30D | -12.3% | -6.6% | -5.7% | -11.9% |
| 3M | -7.8% | -7.2% | -0.7% | -7.5% |
| 6M | -13.0% | -10.0% | -3.0% | -12.6% |
| YTD | +2.8% | -12.5% | +15.2% | +3.0% |
| 1Y | +10.6% | -27.9% | +38.5% | +12.8% |
| All | +53.7% | -31.4% | +85.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling