+467.0%
NVS vs BAH
+1,079.0%
-612.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | -2.6% | +1.5% | -0.6% |
| 30D | +12.5% | +20.4% | -7.8% | +8.8% |
| 3M | +5.2% | +11.9% | -6.6% | +2.9% |
| 6M | +8.2% | +17.1% | -9.0% | +4.5% |
| YTD | +19.8% | +5.5% | +14.2% | +16.8% |
| 1Y | +24.8% | +5.6% | +19.2% | +21.5% |
| 3Y | +90.0% | -26.5% | +116.6% | +93.6% |
| 5Y | +134.3% | +6.5% | +127.8% | +117.2% |
| 10Y | +250.8% | +203.0% | +47.8% | +160.2% |
| All | +467.0% | +1,079.0% | -612.0% | +210.7% |
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