+94.7%
NVS vs BAM
+93.4%
+1.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | +1.3% | +5.3% | -3.9% | +0.9% |
| 30D | +13.9% | +18.1% | -4.2% | +12.2% |
| 3M | +4.7% | +4.2% | +0.5% | +4.2% |
| 6M | +12.1% | +11.1% | +1.0% | +10.9% |
| YTD | +22.3% | +6.6% | +15.7% | +21.0% |
| 1Y | +33.5% | +6.2% | +27.3% | +32.0% |
| 3Y | +94.7% | +95.0% | -0.3% | +86.6% |
| All | +94.7% | +93.4% | +1.4% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling