+91.7%
NVS vs BAH
-3.7%
+95.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.8% |
| 3M | -7.8% | -7.2% | -0.7% | -7.3% |
| 6M | -13.0% | -10.0% | -3.0% | -12.4% |
| YTD | +2.8% | -12.5% | +15.2% | +3.2% |
| 1Y | +10.6% | -27.9% | +38.5% | +13.5% |
| 3Y | +55.1% | -31.4% | +86.5% | +56.5% |
| 5Y | +91.7% | -3.2% | +94.9% | +85.0% |
| All | +91.7% | -3.7% | +95.3% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling