+466.0%
NVS vs BAH
+886.2%
-420.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +4.0% | -3.2% | +7.3% | +4.6% |
| 30D | +3.6% | +2.0% | +1.6% | +3.2% |
| 3M | +7.8% | -7.6% | +15.4% | +9.0% |
| 6M | -0.2% | -5.7% | +5.5% | +0.1% |
| YTD | +19.6% | -11.7% | +31.3% | +20.6% |
| 1Y | +28.4% | -27.4% | +55.7% | +34.0% |
| 3Y | +76.2% | -32.5% | +108.7% | +81.7% |
| 5Y | +111.1% | -3.3% | +114.4% | +98.3% |
| 10Y | +224.3% | +186.0% | +38.3% | +142.8% |
| All | +466.0% | +886.2% | -420.2% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling