+106.6%
NVS vs BAM
+84.8%
+21.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -2.8% | -2.9% | 0.0% | -2.6% |
| 30D | +11.5% | +14.7% | -3.2% | +10.1% |
| 3M | +3.7% | -4.1% | +7.8% | +3.9% |
| 6M | +10.4% | +9.6% | +0.8% | +9.4% |
| YTD | +19.8% | +3.4% | +16.4% | +18.9% |
| 1Y | +26.6% | +1.0% | +25.6% | +25.8% |
| 3Y | +90.1% | +88.2% | +1.9% | +77.0% |
| All | +106.6% | +84.8% | +21.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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